+55.9%
RBLX vs IR
+5.7%
+50.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | +0.1% |
| 7D | +8.0% | -1.9% | +9.9% | +8.8% |
| 30D | +20.2% | -15.0% | +35.2% | +27.6% |
| 3M | +3.5% | -0.4% | +4.0% | +2.8% |
| 6M | -28.9% | -15.0% | -13.9% | -25.1% |
| YTD | -45.1% | -7.1% | -38.0% | -44.2% |
| 1Y | -66.2% | -7.5% | -58.7% | -65.7% |
| All | +55.9% | +5.7% | +50.2% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling