-35.4%
RBLX vs GM
+63.4%
-98.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | -0.3% |
| 7D | +8.1% | -1.1% | +9.2% | +8.5% |
| 30D | +23.9% | -3.4% | +27.3% | +25.4% |
| 3M | +8.1% | +8.7% | -0.5% | +4.0% |
| 6M | -23.7% | +15.4% | -39.1% | -28.7% |
| YTD | -44.6% | +6.6% | -51.2% | -46.8% |
| 1Y | -66.2% | +51.5% | -117.7% | -72.4% |
| 3Y | +54.7% | +169.3% | -114.6% | -11.4% |
| 5Y | -48.9% | +81.6% | -130.5% | -67.0% |
| All | -35.4% | +63.4% | -98.8% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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