-48.4%
RBLX vs LIN
+59.6%
-108.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | +8.0% | -4.0% | +12.0% | +10.8% |
| 30D | +20.2% | -4.9% | +25.1% | +24.0% |
| 3M | +3.5% | -9.2% | +12.7% | +10.7% |
| 6M | -28.9% | -2.6% | -26.4% | -28.0% |
| YTD | -45.1% | +10.5% | -55.6% | -49.4% |
| 1Y | -66.2% | -0.1% | -66.1% | -66.6% |
| 3Y | +53.5% | +25.4% | +28.1% | +20.2% |
| 5Y | -48.4% | +59.7% | -108.1% | -67.7% |
| All | -48.4% | +59.6% | -108.0% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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