-35.9%
RBLX vs EXE
+179.3%
-215.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | +8.0% | -2.7% | +10.8% | +8.6% |
| 30D | +20.2% | -0.4% | +20.5% | +20.2% |
| 3M | +3.5% | +9.5% | -5.9% | +1.2% |
| 6M | -28.9% | -9.3% | -19.6% | -27.7% |
| YTD | -45.1% | -10.9% | -34.1% | -44.2% |
| 1Y | -66.2% | +4.3% | -70.5% | -67.2% |
| 3Y | +53.5% | +18.8% | +34.7% | +44.4% |
| 5Y | -48.4% | +101.4% | -149.9% | -54.7% |
| All | -35.9% | +179.3% | -215.3% | -51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling