-46.2%
RBLX vs LOW
+5.4%
-51.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | +5.1% | -3.7% | +8.8% | +7.7% |
| 30D | +28.0% | -8.9% | +36.9% | +36.0% |
| 3M | +4.6% | -10.4% | +15.0% | +12.4% |
| 6M | -24.7% | -19.4% | -5.3% | -13.8% |
| YTD | -43.8% | -17.1% | -26.7% | -37.7% |
| 1Y | -65.8% | -26.3% | -39.5% | -58.8% |
| 3Y | +59.4% | -9.9% | +69.3% | +52.1% |
| All | -46.2% | +5.4% | -51.7% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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