-52.6%
RBLX vs ITW
+24.0%
-76.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.4% | +6.1% | +8.3% |
| 7D | -7.5% | +6.3% | -13.7% | -7.6% |
| 30D | +10.6% | +11.1% | -0.5% | +10.5% |
| 3M | +33.3% | +0.1% | +33.2% | +33.5% |
| 6M | +3.7% | +18.1% | -14.4% | +1.6% |
| YTD | -39.1% | +21.4% | -60.6% | -38.1% |
| 1Y | -52.6% | +22.9% | -75.5% | -51.5% |
| All | -52.6% | +24.0% | -76.7% | -51.5% |
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