-34.5%
RBLX vs CTVA
+97.7%
-132.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.7% |
| 7D | +5.1% | -4.5% | +9.6% | +7.3% |
| 30D | +28.0% | +11.3% | +16.7% | +21.4% |
| 3M | +4.6% | +12.3% | -7.7% | +0.8% |
| 6M | -24.7% | +7.2% | -31.8% | -26.3% |
| YTD | -43.8% | +26.0% | -69.9% | -48.9% |
| 1Y | -65.8% | +16.0% | -81.8% | -67.8% |
| 3Y | +59.4% | +73.9% | -14.5% | +22.0% |
| 5Y | -48.2% | +103.8% | -152.0% | -63.3% |
| All | -34.5% | +97.7% | -132.2% | -49.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling