-34.5%
RBLX vs IR
+50.6%
-85.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +5.1% | -4.5% | +9.5% | +8.0% |
| 30D | +28.0% | -13.9% | +42.0% | +40.0% |
| 3M | +4.6% | -0.3% | +5.0% | +3.3% |
| 6M | -24.7% | -14.3% | -10.3% | -18.7% |
| YTD | -43.8% | -7.9% | -36.0% | -42.7% |
| 1Y | -65.8% | -9.9% | -55.9% | -64.9% |
| 3Y | +59.4% | +6.5% | +52.8% | +28.4% |
| 5Y | -48.2% | +34.0% | -82.3% | -65.9% |
| All | -34.5% | +50.6% | -85.1% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling