+59.4%
RBLX vs ITW
+20.2%
+39.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.1% |
| 7D | +5.1% | -0.7% | +5.8% | +5.3% |
| 30D | +28.0% | -8.3% | +36.3% | +31.3% |
| 3M | +4.6% | +6.0% | -1.4% | +1.7% |
| 6M | -24.7% | 0.0% | -24.6% | -25.3% |
| YTD | -43.8% | +10.2% | -54.1% | -46.4% |
| 1Y | -65.8% | +3.2% | -69.0% | -66.5% |
| 3Y | +59.4% | +21.0% | +38.4% | +36.8% |
| All | +59.4% | +20.2% | +39.1% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling