-35.9%
RBLX vs EXPD
+104.1%
-140.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -1.2% |
| 7D | +8.0% | +1.2% | +6.9% | +7.4% |
| 30D | +20.2% | +5.2% | +15.0% | +17.3% |
| 3M | +3.5% | +13.2% | -9.7% | -2.8% |
| 6M | -28.9% | +30.3% | -59.3% | -38.4% |
| YTD | -45.1% | +27.0% | -72.1% | -52.2% |
| 1Y | -66.2% | +57.3% | -123.5% | -74.4% |
| 3Y | +53.5% | +70.0% | -16.5% | +5.8% |
| 5Y | -48.4% | +61.6% | -110.0% | -66.4% |
| All | -35.9% | +104.1% | -140.0% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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