-37.7%
RBLX vs EXPE
+77.7%
-115.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +5.0% |
| 7D | +12.4% | -9.5% | +21.9% | +16.8% |
| 30D | +19.7% | -6.6% | +26.3% | +22.5% |
| 3M | -0.1% | +31.4% | -31.5% | -11.3% |
| 6M | -35.7% | +35.2% | -70.9% | -44.3% |
| YTD | -46.6% | +5.8% | -52.4% | -49.1% |
| 1Y | -66.6% | +38.7% | -105.3% | -72.1% |
| 3Y | +52.3% | +175.8% | -123.5% | -17.1% |
| 5Y | -47.7% | +111.8% | -159.6% | -68.2% |
| All | -37.7% | +77.7% | -115.4% | -60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling