-26.0%
RBLX vs EXPD
+112.0%
-138.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.8% | -2.5% |
| 7D | +7.9% | +3.6% | +4.3% | +6.2% |
| 30D | +3.9% | +0.3% | +3.6% | +3.6% |
| 3M | +44.7% | +6.1% | +38.6% | +40.5% |
| 6M | +23.8% | +27.4% | -3.6% | +9.6% |
| YTD | -36.5% | +32.0% | -68.5% | -45.8% |
| 1Y | -50.7% | +40.5% | -91.3% | -59.5% |
| 3Y | +33.8% | +75.7% | -41.9% | -9.1% |
| 5Y | -52.2% | +61.7% | -113.9% | -69.5% |
| All | -26.0% | +112.0% | -138.0% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling