-66.6%
RBLX vs M
+46.1%
-112.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.8% | +4.3% |
| 7D | +12.4% | +4.7% | +7.7% | +12.3% |
| 30D | +19.7% | -9.6% | +29.3% | +19.9% |
| 3M | -0.1% | +0.9% | -0.9% | -0.5% |
| 6M | -35.7% | +22.3% | -58.0% | -36.2% |
| YTD | -46.6% | +6.5% | -53.1% | -47.8% |
| 1Y | -66.6% | +38.8% | -105.4% | -69.0% |
| All | -66.6% | +46.1% | -112.8% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling