-62.5%
RBLX vs IRE
-98.1%
+35.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -14.4% | +11.4% | -1.8% |
| 7D | +1.2% | -31.8% | +33.1% | +4.0% |
| 30D | +5.0% | -71.8% | +76.7% | +12.9% |
| 3M | +31.5% | -88.9% | +120.4% | +49.7% |
| 6M | +18.9% | -95.4% | +114.3% | +38.5% |
| YTD | -38.4% | -94.2% | +55.8% | -32.5% |
| 1Y | -50.7% | -97.1% | +46.4% | -45.4% |
| All | -62.5% | -98.1% | +35.6% | -58.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling