-28.2%
RBLX vs KEY
+36.0%
-64.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.1% |
| 7D | +1.2% | +2.9% | -1.7% | +0.3% |
| 30D | +5.0% | +8.4% | -3.5% | +2.4% |
| 3M | +31.5% | -5.8% | +37.3% | +34.2% |
| 6M | +18.9% | +5.4% | +13.5% | +16.9% |
| YTD | -38.4% | +7.1% | -45.5% | -39.9% |
| 1Y | -50.7% | +26.8% | -77.5% | -54.5% |
| 3Y | +28.8% | +128.7% | -99.9% | -4.3% |
| 5Y | -53.6% | +13.6% | -67.3% | -58.6% |
| All | -28.2% | +36.0% | -64.2% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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