-35.4%
RBLX vs EXR
+31.2%
-66.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | +8.1% | -3.2% | +11.3% | +9.5% |
| 30D | +23.9% | -6.9% | +30.8% | +27.4% |
| 3M | +8.1% | -7.8% | +15.9% | +11.3% |
| 6M | -23.7% | -4.9% | -18.8% | -22.7% |
| YTD | -44.6% | +7.2% | -51.8% | -46.9% |
| 1Y | -66.2% | -1.5% | -64.7% | -66.4% |
| 3Y | +54.7% | +22.3% | +32.4% | +27.3% |
| 5Y | -48.9% | -10.9% | -38.0% | -47.2% |
| All | -35.4% | +31.2% | -66.6% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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