-37.7%
RBLX vs LIN
+94.8%
-132.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.9% |
| 7D | +12.4% | -2.1% | +14.5% | +13.9% |
| 30D | +19.7% | -2.4% | +22.1% | +21.4% |
| 3M | -0.1% | -5.6% | +5.5% | +4.2% |
| 6M | -35.7% | -3.4% | -32.4% | -34.4% |
| YTD | -46.6% | +13.1% | -59.7% | -51.4% |
| 1Y | -66.6% | +2.5% | -69.1% | -67.5% |
| 3Y | +52.3% | +27.6% | +24.7% | +19.1% |
| 5Y | -47.7% | +63.0% | -110.8% | -66.8% |
| All | -37.7% | +94.8% | -132.5% | -71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling