-34.5%
RBLX vs IBKR
+370.8%
-405.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +0.3% |
| 7D | +5.1% | -1.3% | +6.4% | +5.7% |
| 30D | +28.0% | -0.2% | +28.3% | +27.5% |
| 3M | +4.6% | +3.0% | +1.7% | +2.6% |
| 6M | -24.7% | +33.9% | -58.5% | -35.8% |
| YTD | -43.8% | +42.5% | -86.4% | -53.6% |
| 1Y | -65.8% | +44.9% | -110.6% | -72.2% |
| 3Y | +59.4% | +293.0% | -233.6% | -27.5% |
| 5Y | -48.2% | +497.7% | -545.9% | -82.7% |
| All | -34.5% | +370.8% | -405.3% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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