-34.5%
RBLX vs IDXX
+2.2%
-36.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.6% |
| 7D | +5.1% | -5.7% | +10.8% | +8.6% |
| 30D | +28.0% | -11.5% | +39.6% | +37.0% |
| 3M | +4.6% | -9.5% | +14.2% | +10.1% |
| 6M | -24.7% | -16.0% | -8.7% | -17.4% |
| YTD | -43.8% | -25.4% | -18.4% | -34.1% |
| 1Y | -65.8% | -21.8% | -44.0% | -61.9% |
| 3Y | +59.4% | +7.0% | +52.3% | +23.3% |
| 5Y | -48.2% | -26.0% | -22.3% | -46.3% |
| All | -34.5% | +2.2% | -36.7% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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