-52.6%
RBLX vs IRM
+19.5%
-72.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.7% | +6.8% | +7.9% |
| 7D | -7.5% | +2.6% | -10.0% | -8.1% |
| 30D | +10.6% | +5.6% | +5.0% | +8.9% |
| 3M | +33.3% | -4.7% | +38.0% | +34.9% |
| 6M | +3.7% | -6.1% | +9.8% | +4.4% |
| YTD | -39.1% | +46.3% | -85.5% | -54.1% |
| 1Y | -52.6% | +18.7% | -71.4% | -59.4% |
| All | -52.6% | +19.5% | -72.1% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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