-34.5%
RBLX vs INVH
+12.4%
-46.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +5.1% | -3.0% | +8.1% | +6.6% |
| 30D | +28.0% | -7.5% | +35.5% | +33.1% |
| 3M | +4.6% | -5.5% | +10.2% | +7.3% |
| 6M | -24.7% | +11.7% | -36.4% | -29.2% |
| YTD | -43.8% | +1.3% | -45.2% | -44.8% |
| 1Y | -65.8% | -6.1% | -59.7% | -65.1% |
| 3Y | +59.4% | -9.8% | +69.1% | +58.8% |
| 5Y | -48.2% | -19.7% | -28.5% | -41.7% |
| All | -34.5% | +12.4% | -46.9% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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