-35.4%
RBLX vs EXC
+77.3%
-112.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +8.1% | -1.6% | +9.8% | +8.2% |
| 30D | +23.9% | -2.4% | +26.3% | +24.1% |
| 3M | +8.1% | -4.0% | +12.1% | +8.3% |
| 6M | -23.7% | -9.8% | -13.9% | -23.1% |
| YTD | -44.6% | +2.3% | -46.9% | -45.2% |
| 1Y | -66.2% | +3.8% | -70.1% | -66.6% |
| 3Y | +54.7% | +19.7% | +35.0% | +47.2% |
| 5Y | -48.9% | +45.6% | -94.5% | -53.6% |
| All | -35.4% | +77.3% | -112.8% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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