-24.3%
RBLX vs EXPD
+110.9%
-135.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.9% | -0.1% | +1.5% |
| 7D | +6.7% | -1.6% | +8.3% | +7.4% |
| 30D | +6.1% | +0.6% | +5.5% | +5.7% |
| 3M | +45.3% | +9.8% | +35.4% | +38.7% |
| 6M | +27.4% | +25.8% | +1.6% | +13.4% |
| YTD | -35.1% | +31.3% | -66.3% | -44.4% |
| 1Y | -49.7% | +40.9% | -90.7% | -58.8% |
| 3Y | +36.9% | +74.7% | -37.8% | -6.7% |
| 5Y | -46.4% | +62.9% | -109.2% | -65.8% |
| All | -24.3% | +110.9% | -135.2% | -58.4% |
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