-50.7%
RBLX vs MOD
-6.2%
-44.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +27.9% | -30.8% | -3.1% |
| 7D | +1.2% | +40.4% | -39.2% | +0.8% |
| 30D | +5.0% | -14.0% | +19.0% | +5.4% |
| 3M | +31.5% | -33.3% | +64.9% | +32.7% |
| 6M | +18.9% | -51.4% | +70.4% | +21.6% |
| YTD | -38.4% | +1.6% | -40.0% | -43.4% |
| 1Y | -50.7% | +5.4% | -56.1% | -55.1% |
| All | -50.7% | -6.2% | -44.6% | -55.1% |
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