-35.9%
RBLX vs JBL
+606.1%
-642.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | +8.0% | +4.0% | +4.0% | +6.2% |
| 30D | +20.2% | -7.5% | +27.6% | +23.6% |
| 3M | +3.5% | -14.1% | +17.6% | +8.7% |
| 6M | -28.9% | +25.9% | -54.8% | -40.2% |
| YTD | -45.1% | +36.7% | -81.7% | -55.7% |
| 1Y | -66.2% | +49.0% | -115.2% | -74.2% |
| 3Y | +53.5% | +191.8% | -138.3% | -30.7% |
| 5Y | -48.4% | +409.8% | -458.2% | -86.2% |
| All | -35.9% | +606.1% | -642.1% | -88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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