-46.2%
RBLX vs EXE
+97.7%
-144.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +28.2% |
| 3M | +4.6% | +9.6% | -4.9% | +2.0% |
| 6M | -24.7% | -11.6% | -13.0% | -22.9% |
| YTD | -43.8% | -12.6% | -31.3% | -42.7% |
| 1Y | -65.8% | +1.2% | -67.0% | -66.6% |
| 3Y | +59.4% | +18.0% | +41.3% | +49.1% |
| All | -46.2% | +97.7% | -144.0% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling