-66.6%
RBLX vs GWRE
-25.4%
-41.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -19.9% | +24.3% | +7.9% |
| 7D | +12.4% | -21.1% | +33.5% | +16.5% |
| 30D | +19.7% | +1.3% | +18.4% | +17.0% |
| 3M | -0.1% | +7.4% | -7.5% | -4.0% |
| 6M | -35.7% | +5.6% | -41.4% | -38.8% |
| YTD | -46.6% | -19.2% | -27.4% | -50.0% |
| 1Y | -66.6% | -25.1% | -41.5% | -68.3% |
| All | -66.6% | -25.4% | -41.2% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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