-35.4%
RBLX vs ITW
+43.3%
-78.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.5% |
| 7D | +8.1% | -2.4% | +10.5% | +9.7% |
| 30D | +23.9% | -9.5% | +33.4% | +31.5% |
| 3M | +8.1% | +6.6% | +1.5% | +2.4% |
| 6M | -23.7% | -1.8% | -22.0% | -24.0% |
| YTD | -44.6% | +9.0% | -53.6% | -49.0% |
| 1Y | -66.2% | +3.6% | -69.8% | -67.9% |
| 3Y | +54.7% | +19.4% | +35.3% | +25.9% |
| 5Y | -48.9% | +36.4% | -85.3% | -64.1% |
| All | -35.4% | +43.3% | -78.7% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling