-52.6%
RBLX vs IRE
-97.6%
+44.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -23.2% | +31.7% | +10.3% |
| 7D | -7.5% | -46.8% | +39.4% | -3.3% |
| 30D | +10.6% | -75.5% | +86.1% | +21.5% |
| 3M | +33.3% | -79.4% | +112.7% | +46.6% |
| 6M | +3.7% | -91.3% | +94.9% | +14.9% |
| YTD | -39.1% | -90.8% | +51.7% | -34.7% |
| 1Y | -52.6% | -97.7% | +45.1% | -47.5% |
| All | -52.6% | -97.6% | +44.9% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling