-64.0%
RBLX vs LUNR
+51.5%
-115.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +3.0% | +0.8% |
| 7D | +8.1% | -0.5% | +8.7% | +8.1% |
| 30D | +23.9% | -11.3% | +35.2% | +24.2% |
| 3M | +8.1% | -44.9% | +53.0% | +9.2% |
| 6M | -23.7% | -17.3% | -6.4% | -23.7% |
| YTD | -44.6% | -9.9% | -34.7% | -44.7% |
| 1Y | -66.2% | +76.1% | -142.4% | -66.5% |
| 3Y | +54.7% | +240.0% | -185.3% | +54.4% |
| All | -64.0% | +51.5% | -115.5% | -62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling