-52.6%
RBLX vs IOT
+8.2%
-60.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.1% | +4.4% | +7.2% |
| 7D | -7.5% | -0.5% | -7.0% | -7.4% |
| 30D | +10.6% | +1.0% | +9.6% | +10.1% |
| 3M | +33.3% | +10.9% | +22.4% | +28.8% |
| 6M | +3.7% | +39.9% | -36.2% | -7.7% |
| YTD | -39.1% | +20.8% | -59.9% | -44.7% |
| 1Y | -52.6% | +10.6% | -63.2% | -56.5% |
| All | -52.6% | +8.2% | -60.8% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling