-37.7%
RBLX vs IR
+57.6%
-95.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.1% | +3.5% |
| 7D | +12.4% | -2.8% | +15.2% | +14.3% |
| 30D | +19.7% | -15.1% | +34.8% | +32.2% |
| 3M | -0.1% | +6.1% | -6.2% | -5.1% |
| 6M | -35.7% | -16.8% | -18.9% | -29.1% |
| YTD | -46.6% | -3.5% | -43.0% | -47.0% |
| 1Y | -66.6% | -3.5% | -63.1% | -67.3% |
| 3Y | +52.3% | +9.5% | +42.8% | +21.3% |
| 5Y | -47.7% | +45.1% | -92.8% | -66.4% |
| All | -37.7% | +57.6% | -95.3% | -59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling