-34.5%
RBLX vs IAU
+149.6%
-184.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.2% |
| 7D | +5.1% | -2.0% | +7.1% | +5.6% |
| 30D | +28.0% | -1.5% | +29.6% | +28.4% |
| 3M | +4.6% | +3.3% | +1.4% | +3.7% |
| 6M | -24.7% | -16.2% | -8.4% | -21.8% |
| YTD | -43.8% | +0.7% | -44.5% | -42.8% |
| 1Y | -65.8% | +19.2% | -85.0% | -66.2% |
| 3Y | +59.4% | +124.4% | -65.0% | +31.0% |
| 5Y | -48.2% | +140.0% | -188.3% | -61.4% |
| All | -34.5% | +149.6% | -184.1% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 10y: compounded portfolio wealth divided by compounded IAU 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…
10y analysis · Full analysis span regression · 6 months rolling