-35.9%
RBLX vs GAP
-9.2%
-26.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +0.3% |
| 7D | +8.0% | -3.2% | +11.2% | +8.7% |
| 30D | +20.2% | -0.7% | +20.9% | +19.9% |
| 3M | +3.5% | -0.5% | +4.0% | +3.1% |
| 6M | -28.9% | -5.0% | -24.0% | -29.2% |
| YTD | -45.1% | -14.7% | -30.4% | -44.4% |
| 1Y | -66.2% | -8.6% | -57.6% | -66.5% |
| 3Y | +53.5% | +108.4% | -54.9% | +4.3% |
| 5Y | -48.4% | +5.8% | -54.2% | -63.7% |
| All | -35.9% | -9.2% | -26.8% | -55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling