-66.3%
RBLX vs IRE
-85.3%
+19.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.8% | +8.6% | +1.4% |
| 7D | +8.1% | +7.9% | +0.2% | +7.4% |
| 30D | +23.9% | +9.3% | +14.6% | +22.0% |
| 3M | +8.1% | -52.3% | +60.5% | +10.6% |
| 6M | -23.7% | -38.5% | +14.8% | -28.8% |
| YTD | -44.6% | -54.8% | +10.2% | -46.5% |
| All | -66.3% | -85.3% | +19.0% | -67.1% |
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