-26.0%
RBLX vs MOD
+616.4%
-642.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -2.2% |
| 7D | +7.9% | +16.1% | -8.2% | +4.9% |
| 30D | +3.9% | -38.5% | +42.4% | +13.0% |
| 3M | +44.7% | -46.8% | +91.5% | +61.3% |
| 6M | +23.8% | -61.6% | +85.4% | +44.3% |
| YTD | -36.5% | -20.5% | -16.0% | -39.3% |
| 1Y | -50.7% | -28.0% | -22.7% | -52.1% |
| 3Y | +33.8% | +134.9% | -101.1% | -13.4% |
| 5Y | -52.2% | +833.2% | -885.4% | -82.5% |
| All | -26.0% | +616.4% | -642.4% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling