-34.5%
RBLX vs EXPE
+67.5%
-102.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.8% |
| 7D | +5.1% | -5.8% | +10.8% | +7.3% |
| 30D | +28.0% | -13.6% | +41.6% | +34.9% |
| 3M | +4.6% | +25.2% | -20.6% | -5.6% |
| 6M | -24.7% | +22.3% | -47.0% | -31.9% |
| YTD | -43.8% | -0.3% | -43.5% | -45.5% |
| 1Y | -65.8% | +27.8% | -93.6% | -70.5% |
| 3Y | +59.4% | +162.4% | -103.1% | -11.9% |
| 5Y | -48.2% | +95.8% | -144.1% | -67.6% |
| All | -34.5% | +67.5% | -102.0% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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