-35.4%
RBLX vs MO
+118.8%
-154.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.8% |
| 7D | +8.1% | -1.0% | +9.1% | +8.1% |
| 30D | +23.9% | +5.8% | +18.1% | +23.7% |
| 3M | +8.1% | -4.5% | +12.7% | +8.2% |
| 6M | -23.7% | +5.7% | -29.4% | -24.1% |
| YTD | -44.6% | +23.1% | -67.7% | -45.9% |
| 1Y | -66.2% | +10.9% | -77.1% | -66.6% |
| 3Y | +54.7% | +96.1% | -41.4% | +48.6% |
| 5Y | -48.9% | +100.1% | -149.0% | -48.0% |
| All | -35.4% | +118.8% | -154.2% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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