-35.9%
RBLX vs EXEL
+160.8%
-196.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | +8.0% | -0.3% | +8.4% | +8.1% |
| 30D | +20.2% | +10.1% | +10.0% | +17.3% |
| 3M | +3.5% | +10.1% | -6.5% | +1.3% |
| 6M | -28.9% | +37.7% | -66.6% | -34.2% |
| YTD | -45.1% | +33.1% | -78.1% | -48.8% |
| 1Y | -66.2% | +52.4% | -118.6% | -69.6% |
| 3Y | +53.5% | +163.8% | -110.4% | +15.1% |
| 5Y | -48.4% | +198.5% | -247.0% | -63.3% |
| All | -35.9% | +160.8% | -196.7% | -58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling