-35.5%
RBLX vs JCI
+173.4%
-208.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +2.9% |
| 7D | +10.2% | +5.1% | +5.1% | +6.9% |
| 30D | +18.6% | -3.8% | +22.4% | +21.1% |
| 3M | +6.0% | +1.9% | +4.1% | +2.8% |
| 6M | -29.5% | +11.2% | -40.6% | -36.6% |
| YTD | -44.7% | +22.9% | -67.6% | -53.8% |
| 1Y | -65.1% | +37.4% | -102.5% | -73.3% |
| 3Y | +54.5% | +167.8% | -113.3% | -33.4% |
| 5Y | -46.3% | +115.0% | -161.4% | -73.6% |
| All | -35.5% | +173.4% | -208.9% | -65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling