-34.5%
RBLX vs GNRC
-40.1%
+5.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +0.1% |
| 7D | +5.1% | -0.2% | +5.2% | +5.1% |
| 30D | +28.0% | -15.7% | +43.8% | +37.2% |
| 3M | +4.6% | -27.3% | +32.0% | +17.0% |
| 6M | -24.7% | -12.1% | -12.6% | -24.8% |
| YTD | -43.8% | +37.1% | -81.0% | -55.9% |
| 1Y | -65.8% | -0.5% | -65.3% | -68.7% |
| 3Y | +59.4% | +61.5% | -2.1% | +4.1% |
| 5Y | -48.2% | -58.6% | +10.3% | -37.2% |
| All | -34.5% | -40.1% | +5.6% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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