-65.1%
RBLX vs MOD
+40.7%
-105.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.5% |
| 7D | +10.2% | +6.3% | +3.9% | +9.9% |
| 30D | +18.6% | -1.7% | +20.3% | +18.6% |
| 3M | +6.0% | -30.1% | +36.1% | +8.4% |
| 6M | -29.5% | +2.7% | -32.2% | -33.5% |
| YTD | -44.7% | +44.1% | -88.8% | -51.2% |
| 1Y | -65.1% | +38.7% | -103.8% | -68.8% |
| All | -65.1% | +40.7% | -105.8% | -68.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling