-66.6%
RBLX vs ITW
+5.8%
-72.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.3% |
| 7D | +12.4% | -3.6% | +16.0% | +12.4% |
| 30D | +19.7% | -9.1% | +28.8% | +20.1% |
| 3M | -0.1% | +8.2% | -8.3% | -1.5% |
| 6M | -35.7% | -4.8% | -31.0% | -36.9% |
| YTD | -46.6% | +11.0% | -57.6% | -46.3% |
| 1Y | -66.6% | +4.2% | -70.9% | -66.2% |
| All | -66.6% | +5.8% | -72.4% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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