-34.5%
RBLX vs JCI
+172.8%
-207.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.9% | 0.0% |
| 7D | +5.1% | +0.7% | +4.3% | +4.6% |
| 30D | +28.0% | -4.4% | +32.5% | +31.2% |
| 3M | +4.6% | +1.7% | +3.0% | +1.6% |
| 6M | -24.7% | +8.8% | -33.5% | -31.2% |
| YTD | -43.8% | +22.6% | -66.5% | -53.0% |
| 1Y | -65.8% | +36.2% | -102.0% | -73.6% |
| 3Y | +59.4% | +168.0% | -108.6% | -31.4% |
| 5Y | -48.2% | +113.5% | -161.7% | -74.5% |
| All | -34.5% | +172.8% | -207.3% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 10y: compounded portfolio wealth divided by compounded JCI 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…
10y analysis · Full analysis span regression · 6 months rolling