-46.2%
RBLX vs ITOT
+74.3%
-120.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | -0.1% |
| 7D | +5.1% | -0.9% | +6.0% | +6.7% |
| 30D | +28.0% | -1.5% | +29.5% | +31.3% |
| 3M | +4.6% | +3.6% | +1.1% | -1.9% |
| 6M | -24.7% | +13.7% | -38.4% | -40.5% |
| YTD | -43.8% | +12.9% | -56.8% | -54.8% |
| 1Y | -65.8% | +17.2% | -83.0% | -74.2% |
| 3Y | +59.4% | +75.6% | -16.3% | -48.0% |
| All | -46.2% | +74.3% | -120.5% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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