-46.2%
RBLX vs ITW
+36.9%
-83.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.6% |
| 7D | +5.1% | -0.7% | +5.8% | +5.6% |
| 30D | +28.0% | -8.3% | +36.3% | +35.5% |
| 3M | +4.6% | +6.0% | -1.4% | -1.1% |
| 6M | -24.7% | 0.0% | -24.6% | -25.9% |
| YTD | -43.8% | +10.2% | -54.1% | -49.2% |
| 1Y | -65.8% | +3.2% | -69.0% | -67.6% |
| 3Y | +59.4% | +21.0% | +38.4% | +24.1% |
| All | -46.2% | +36.9% | -83.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling