-37.7%
RBLX vs M
+64.0%
-101.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.8% | +3.7% |
| 7D | +12.4% | +4.7% | +7.7% | +11.2% |
| 30D | +19.7% | -9.6% | +29.3% | +22.6% |
| 3M | -0.1% | +0.9% | -0.9% | -0.8% |
| 6M | -35.7% | +22.3% | -58.0% | -39.6% |
| YTD | -46.6% | +6.5% | -53.1% | -48.3% |
| 1Y | -66.6% | +38.8% | -105.4% | -70.2% |
| 3Y | +52.3% | +115.9% | -63.6% | +7.1% |
| 5Y | -47.7% | +28.6% | -76.4% | -56.3% |
| All | -37.7% | +64.0% | -101.6% | -49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling