-35.9%
RBLX vs IT
-7.6%
-28.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | 0.0% |
| 7D | +8.0% | -9.1% | +17.2% | +11.8% |
| 30D | +20.2% | -12.2% | +32.3% | +25.9% |
| 3M | +3.5% | +7.8% | -4.3% | -2.7% |
| 6M | -28.9% | +2.0% | -30.9% | -32.2% |
| YTD | -45.1% | -32.7% | -12.3% | -36.9% |
| 1Y | -66.2% | -31.1% | -35.1% | -62.2% |
| 3Y | +53.5% | -52.1% | +105.5% | +93.2% |
| 5Y | -48.4% | -46.3% | -2.2% | -43.1% |
| All | -35.9% | -7.6% | -28.4% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 all: compounded portfolio wealth divided by compounded IT 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…
all analysis · Full analysis span regression · 6 months rolling