+59.4%
RBLX vs LUNR
+228.4%
-169.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +1.5% |
| 7D | +5.1% | -3.1% | +8.2% | +5.3% |
| 30D | +28.0% | -15.3% | +43.4% | +29.4% |
| 3M | +4.6% | -53.2% | +57.8% | +9.6% |
| 6M | -24.7% | -22.2% | -2.4% | -24.5% |
| YTD | -43.8% | -11.6% | -32.3% | -44.3% |
| 1Y | -65.8% | +68.4% | -134.2% | -67.1% |
| 3Y | +59.4% | +216.8% | -157.4% | +54.0% |
| All | +59.4% | +228.4% | -169.0% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 3y: compounded portfolio wealth divided by compounded LUNR 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…
3y analysis · Full analysis span regression · 6 months rolling