-34.5%
RBLX vs GWRE
+37.9%
-72.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.1% |
| 7D | +5.1% | -13.2% | +18.3% | +13.1% |
| 30D | +28.0% | -18.6% | +46.6% | +37.9% |
| 3M | +4.6% | +18.9% | -14.3% | -12.8% |
| 6M | -24.7% | -11.0% | -13.7% | -27.0% |
| YTD | -43.8% | -29.9% | -14.0% | -36.7% |
| 1Y | -65.8% | -44.3% | -21.4% | -54.5% |
| 3Y | +59.4% | +51.7% | +7.7% | -31.5% |
| 5Y | -48.2% | +15.4% | -63.7% | -69.0% |
| All | -34.5% | +37.9% | -72.4% | -65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling