-46.2%
RBLX vs JAAA
+26.5%
-72.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +5.1% | +0.1% | +5.0% | +5.0% |
| 30D | +28.0% | +0.5% | +27.5% | +27.9% |
| 3M | +4.6% | +1.3% | +3.4% | +4.4% |
| 6M | -24.7% | +2.8% | -27.4% | -25.0% |
| YTD | -43.8% | +3.3% | -47.1% | -44.1% |
| 1Y | -65.8% | +4.9% | -70.7% | -65.9% |
| 3Y | +59.4% | +19.0% | +40.4% | +88.0% |
| All | -46.2% | +26.5% | -72.8% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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