-66.6%
RBLX vs CTVA
+22.4%
-89.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.8% |
| 7D | +12.4% | +4.9% | +7.5% | +9.4% |
| 30D | +19.7% | +11.9% | +7.8% | +12.3% |
| 3M | -0.1% | +13.7% | -13.8% | -0.6% |
| 6M | -35.7% | +13.1% | -48.9% | -36.2% |
| YTD | -46.6% | +32.0% | -78.5% | -48.3% |
| 1Y | -66.6% | +22.1% | -88.7% | -67.6% |
| All | -66.6% | +22.4% | -89.1% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CTVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling