-37.7%
RBLX vs EXC
+78.4%
-116.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.4% |
| 7D | +12.4% | +0.3% | +12.1% | +12.4% |
| 30D | +19.7% | -3.7% | +23.4% | +20.0% |
| 3M | -0.1% | -1.3% | +1.2% | -0.2% |
| 6M | -35.7% | -9.7% | -26.0% | -35.2% |
| YTD | -46.6% | +2.9% | -49.4% | -47.1% |
| 1Y | -66.6% | +4.4% | -71.0% | -67.1% |
| 3Y | +52.3% | +22.2% | +30.1% | +44.0% |
| 5Y | -47.7% | +46.7% | -94.4% | -52.6% |
| All | -37.7% | +78.4% | -116.0% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling