-35.4%
RBLX vs M
+45.8%
-81.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.7% | +5.5% | +1.9% |
| 7D | +8.1% | -8.8% | +16.9% | +10.5% |
| 30D | +23.9% | -16.4% | +40.3% | +29.2% |
| 3M | +8.1% | -10.8% | +19.0% | +10.5% |
| 6M | -23.7% | +16.1% | -39.8% | -27.5% |
| YTD | -44.6% | -5.3% | -39.4% | -44.9% |
| 1Y | -66.2% | +24.9% | -91.1% | -69.0% |
| 3Y | +54.7% | +97.5% | -42.8% | +10.8% |
| 5Y | -48.9% | +20.4% | -69.3% | -56.3% |
| All | -35.4% | +45.8% | -81.2% | -45.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling