+59.4%
RBLX vs LYB
-23.1%
+82.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.4% |
| 7D | +5.1% | +0.3% | +4.8% | +5.0% |
| 30D | +28.0% | +2.5% | +25.6% | +27.9% |
| 3M | +4.6% | +1.4% | +3.2% | +4.9% |
| 6M | -24.7% | -3.5% | -21.2% | -24.7% |
| YTD | -43.8% | +52.0% | -95.8% | -48.0% |
| 1Y | -65.8% | +22.1% | -87.8% | -67.0% |
| 3Y | +59.4% | -22.8% | +82.1% | +66.8% |
| All | +59.4% | -23.1% | +82.5% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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