-34.5%
RBLX vs EXE
+174.2%
-208.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.8% |
| 7D | +5.1% | -3.1% | +8.2% | +5.7% |
| 30D | +28.0% | -0.9% | +28.9% | +28.1% |
| 3M | +4.6% | +9.6% | -4.9% | +2.2% |
| 6M | -24.7% | -11.6% | -13.0% | -23.0% |
| YTD | -43.8% | -12.6% | -31.3% | -42.8% |
| 1Y | -65.8% | +1.2% | -67.0% | -66.6% |
| 3Y | +59.4% | +18.0% | +41.3% | +50.0% |
| 5Y | -48.2% | +101.1% | -149.3% | -54.4% |
| All | -34.5% | +174.2% | -208.7% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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