-48.9%
RBLX vs IRM
+186.9%
-235.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.7% |
| 7D | +8.1% | -1.8% | +9.9% | +9.0% |
| 30D | +23.9% | -7.8% | +31.7% | +28.2% |
| 3M | +8.1% | -7.9% | +16.0% | +11.4% |
| 6M | -23.7% | +6.3% | -30.0% | -27.8% |
| YTD | -44.6% | +38.2% | -82.8% | -54.4% |
| 1Y | -66.2% | +19.8% | -86.0% | -70.3% |
| 3Y | +54.7% | +98.8% | -44.1% | -10.5% |
| 5Y | -48.9% | +191.8% | -240.7% | -77.9% |
| All | -48.9% | +186.9% | -235.8% | -77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling