-48.4%
RBLX vs M
+22.2%
-70.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | +0.4% |
| 7D | +8.0% | -4.1% | +12.1% | +9.2% |
| 30D | +20.2% | -13.6% | +33.8% | +24.7% |
| 3M | +3.5% | -2.3% | +5.8% | +3.4% |
| 6M | -28.9% | +21.9% | -50.8% | -33.6% |
| YTD | -45.1% | -0.6% | -44.5% | -46.1% |
| 1Y | -66.2% | +29.7% | -95.9% | -69.6% |
| 3Y | +53.5% | +107.3% | -53.8% | +3.0% |
| 5Y | -48.4% | +20.5% | -68.9% | -57.2% |
| All | -48.4% | +22.2% | -70.7% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling