-36.0%
RBLX vs MOD
+748.9%
-784.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.7% | -2.2% | +2.3% |
| 7D | +14.7% | -25.5% | +40.2% | +20.4% |
| 30D | +6.2% | -49.0% | +55.2% | +20.6% |
| 3M | +36.8% | -49.8% | +86.6% | +55.2% |
| 6M | +12.7% | -64.8% | +77.4% | +34.6% |
| YTD | -39.2% | -27.6% | -11.5% | -41.1% |
| 1Y | -51.3% | -35.2% | -16.1% | -51.9% |
| 3Y | +45.6% | +137.1% | -91.5% | -13.1% |
| All | -36.0% | +748.9% | -784.9% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling