-35.9%
RBLX vs LOW
+31.9%
-67.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | 0.0% |
| 7D | +8.0% | -0.6% | +8.7% | +8.4% |
| 30D | +20.2% | -9.3% | +29.4% | +27.3% |
| 3M | +3.5% | -8.1% | +11.6% | +8.9% |
| 6M | -28.9% | -19.8% | -9.2% | -19.4% |
| YTD | -45.1% | -16.4% | -28.7% | -39.8% |
| 1Y | -66.2% | -24.7% | -41.6% | -60.6% |
| 3Y | +53.5% | -8.8% | +62.3% | +47.7% |
| 5Y | -48.4% | +7.8% | -56.2% | -54.1% |
| All | -35.9% | +31.9% | -67.9% | -65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling