-48.4%
RBLX vs EXC
+46.0%
-94.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +8.0% | +0.3% | +7.7% | +8.0% |
| 30D | +20.2% | -0.9% | +21.0% | +20.3% |
| 3M | +3.5% | -2.7% | +6.2% | +3.6% |
| 6M | -28.9% | -9.4% | -19.6% | -28.3% |
| YTD | -45.1% | +3.0% | -48.1% | -45.7% |
| 1Y | -66.2% | +5.1% | -71.4% | -66.8% |
| 3Y | +53.5% | +20.6% | +32.9% | +44.8% |
| 5Y | -48.4% | +45.7% | -94.2% | -60.3% |
| All | -48.4% | +46.0% | -94.4% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling