-48.4%
RBLX vs IR
+40.4%
-88.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | +0.7% |
| 7D | +8.0% | -1.9% | +9.9% | +9.4% |
| 30D | +20.2% | -15.0% | +35.2% | +33.6% |
| 3M | +3.5% | -0.4% | +4.0% | +2.1% |
| 6M | -28.9% | -15.0% | -13.9% | -22.5% |
| YTD | -45.1% | -7.1% | -38.0% | -44.4% |
| 1Y | -66.2% | -7.5% | -58.7% | -66.0% |
| 3Y | +53.5% | +6.3% | +47.2% | +18.1% |
| 5Y | -48.4% | +37.3% | -85.8% | -67.5% |
| All | -48.4% | +40.4% | -88.8% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling