-37.7%
RBLX vs MOD
+1,214.4%
-1,252.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.3% | 0.0% | +3.5% |
| 7D | +12.4% | +9.6% | +2.8% | +10.4% |
| 30D | +19.7% | 0.0% | +19.6% | +19.4% |
| 3M | -0.1% | -35.4% | +35.3% | +7.6% |
| 6M | -35.7% | -7.3% | -28.5% | -37.7% |
| YTD | -46.6% | +45.8% | -92.4% | -54.0% |
| 1Y | -66.6% | +43.1% | -109.8% | -71.5% |
| 3Y | +52.3% | +297.7% | -245.4% | -9.9% |
| 5Y | -47.7% | +1,478.8% | -1,526.5% | -82.8% |
| All | -37.7% | +1,214.4% | -1,252.1% | -79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling