-66.6%
RBLX vs GAP
+1.5%
-68.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.3% |
| 7D | +12.4% | -4.5% | +16.9% | +12.6% |
| 30D | +19.7% | +9.0% | +10.6% | +18.9% |
| 3M | -0.1% | +5.0% | -5.1% | -0.4% |
| 6M | -35.7% | -17.8% | -17.9% | -35.5% |
| YTD | -46.6% | -10.4% | -36.2% | -46.8% |
| 1Y | -66.6% | -3.4% | -63.2% | -67.9% |
| All | -66.6% | +1.5% | -68.1% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling