-35.5%
RBLX vs MAR
+132.7%
-168.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +4.7% |
| 7D | +10.2% | -1.7% | +11.9% | +11.2% |
| 30D | +18.6% | -6.9% | +25.5% | +22.9% |
| 3M | +6.0% | -15.8% | +21.8% | +15.7% |
| 6M | -29.5% | +1.9% | -31.4% | -31.2% |
| YTD | -44.7% | +6.6% | -51.3% | -47.6% |
| 1Y | -65.1% | +23.7% | -88.8% | -70.1% |
| 3Y | +54.5% | +64.6% | -10.1% | +5.3% |
| 5Y | -46.3% | +156.4% | -202.7% | -70.6% |
| All | -35.5% | +132.7% | -168.2% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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