-34.5%
RBLX vs EQIX
+82.0%
-116.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.6% |
| 7D | +5.1% | +0.2% | +4.9% | +4.9% |
| 30D | +28.0% | -2.5% | +30.5% | +29.6% |
| 3M | +4.6% | 0.0% | +4.7% | +4.2% |
| 6M | -24.7% | +7.6% | -32.3% | -28.2% |
| YTD | -43.8% | +37.5% | -81.4% | -54.2% |
| 1Y | -65.8% | +32.9% | -98.7% | -71.7% |
| 3Y | +59.4% | +42.8% | +16.6% | +17.4% |
| 5Y | -48.2% | +35.8% | -84.1% | -63.6% |
| All | -34.5% | +82.0% | -116.5% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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