-28.2%
RBLX vs IR
+75.7%
-103.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | +1.2% | +2.5% | -1.3% | -0.2% |
| 30D | +5.0% | +9.2% | -4.2% | -0.8% |
| 3M | +31.5% | +0.9% | +30.6% | +29.6% |
| 6M | +18.9% | +19.2% | -0.3% | +4.3% |
| YTD | -38.4% | +7.5% | -45.9% | -43.2% |
| 1Y | -50.7% | +11.7% | -62.5% | -56.1% |
| 3Y | +28.8% | +23.9% | +4.9% | -5.7% |
| 5Y | -53.6% | +46.4% | -100.0% | -72.2% |
| All | -28.2% | +75.7% | -103.8% | -57.1% |
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