-37.7%
RBLX vs IP
-8.2%
-29.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.2% | +2.1% | +3.6% |
| 7D | +12.4% | -5.3% | +17.7% | +14.4% |
| 30D | +19.7% | -10.9% | +30.5% | +24.2% |
| 3M | -0.1% | +11.2% | -11.3% | -3.9% |
| 6M | -35.7% | -10.2% | -25.5% | -33.7% |
| YTD | -46.6% | -2.0% | -44.6% | -47.3% |
| 1Y | -66.6% | -19.1% | -47.5% | -64.5% |
| 3Y | +52.3% | +20.9% | +31.4% | +24.0% |
| 5Y | -47.7% | -17.8% | -29.9% | -50.4% |
| All | -37.7% | -8.2% | -29.5% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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