-34.5%
RBLX vs MKTX
-67.1%
+32.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | +5.1% | -0.2% | +5.3% | +5.1% |
| 30D | +28.0% | +0.7% | +27.3% | +27.7% |
| 3M | +4.6% | +40.8% | -36.2% | -9.8% |
| 6M | -24.7% | -8.0% | -16.7% | -22.5% |
| YTD | -43.8% | -8.7% | -35.1% | -42.2% |
| 1Y | -65.8% | -11.8% | -53.9% | -64.4% |
| 3Y | +59.4% | -24.0% | +83.4% | +61.2% |
| 5Y | -48.2% | -60.3% | +12.1% | -26.0% |
| All | -34.5% | -67.1% | +32.5% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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