-37.7%
RBLX vs IWD
+91.4%
-129.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +5.3% |
| 7D | +12.4% | -0.3% | +12.7% | +12.7% |
| 30D | +19.7% | +0.6% | +19.1% | +18.6% |
| 3M | -0.1% | +7.2% | -7.3% | -10.2% |
| 6M | -35.7% | +16.2% | -51.9% | -49.0% |
| YTD | -46.6% | +23.3% | -69.9% | -61.2% |
| 1Y | -66.6% | +29.6% | -96.2% | -77.6% |
| 3Y | +52.3% | +70.5% | -18.2% | -36.7% |
| 5Y | -47.7% | +73.5% | -121.2% | -78.2% |
| All | -37.7% | +91.4% | -129.1% | -78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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