-34.5%
RBLX vs EXEL
+150.9%
-185.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.9% |
| 7D | +5.1% | -4.9% | +10.0% | +6.3% |
| 30D | +28.0% | +11.4% | +16.6% | +24.6% |
| 3M | +4.6% | +4.9% | -0.3% | +3.5% |
| 6M | -24.7% | +34.4% | -59.1% | -29.9% |
| YTD | -43.8% | +28.0% | -71.9% | -47.2% |
| 1Y | -65.8% | +43.6% | -109.4% | -68.8% |
| 3Y | +59.4% | +155.2% | -95.8% | +20.4% |
| 5Y | -48.2% | +181.2% | -229.4% | -62.8% |
| All | -34.5% | +150.9% | -185.4% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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