-35.4%
RBLX vs GME
-69.7%
+34.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.5% |
| 7D | +8.1% | +6.0% | +2.1% | +7.2% |
| 30D | +23.9% | +8.3% | +15.6% | +22.5% |
| 3M | +8.1% | -9.1% | +17.2% | +9.4% |
| 6M | -23.7% | -16.3% | -7.4% | -22.4% |
| YTD | -44.6% | +1.5% | -46.2% | -45.3% |
| 1Y | -66.2% | -16.3% | -49.9% | -65.7% |
| 3Y | +54.7% | +15.1% | +39.6% | +17.0% |
| 5Y | -48.9% | -57.2% | +8.2% | -58.2% |
| All | -35.4% | -69.7% | +34.3% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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