+55.9%
RBLX vs M
+106.8%
-50.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.4% |
| 7D | +8.0% | -4.1% | +12.1% | +8.4% |
| 30D | +20.2% | -13.6% | +33.8% | +21.5% |
| 3M | +3.5% | -2.3% | +5.8% | +3.5% |
| 6M | -28.9% | +21.9% | -50.8% | -30.3% |
| YTD | -45.1% | -0.6% | -44.5% | -45.4% |
| 1Y | -66.2% | +29.7% | -95.9% | -67.3% |
| All | +55.9% | +106.8% | -50.8% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling