-35.4%
RBLX vs ITOT
+96.9%
-132.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +2.0% |
| 7D | +8.1% | -2.0% | +10.2% | +12.0% |
| 30D | +23.9% | -2.0% | +25.9% | +28.2% |
| 3M | +8.1% | +4.5% | +3.6% | -0.2% |
| 6M | -23.7% | +12.6% | -36.4% | -38.7% |
| YTD | -44.6% | +12.0% | -56.6% | -54.7% |
| 1Y | -66.2% | +17.3% | -83.5% | -74.6% |
| 3Y | +54.7% | +75.2% | -20.5% | -48.7% |
| 5Y | -48.9% | +74.0% | -123.0% | -80.9% |
| All | -35.4% | +96.9% | -132.4% | -83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling