-35.9%
RBLX vs CTVA
+99.7%
-135.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | 0.0% |
| 7D | +8.0% | -5.8% | +13.8% | +11.0% |
| 30D | +20.2% | +11.1% | +9.1% | +14.1% |
| 3M | +3.5% | +13.2% | -9.7% | -0.6% |
| 6M | -28.9% | +8.7% | -37.7% | -30.9% |
| YTD | -45.1% | +27.3% | -72.3% | -50.2% |
| 1Y | -66.2% | +18.0% | -84.2% | -68.5% |
| 3Y | +53.5% | +76.5% | -23.0% | +16.6% |
| 5Y | -48.4% | +105.1% | -153.5% | -63.5% |
| All | -35.9% | +99.7% | -135.7% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling