-35.5%
RBLX vs NDAQ
+108.9%
-144.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +5.1% |
| 7D | +10.2% | -2.6% | +12.8% | +12.4% |
| 30D | +18.6% | +0.5% | +18.1% | +17.7% |
| 3M | +6.0% | +9.9% | -4.0% | -3.6% |
| 6M | -29.5% | +8.2% | -37.7% | -35.0% |
| YTD | -44.7% | -1.5% | -43.2% | -44.8% |
| 1Y | -65.1% | +1.3% | -66.4% | -66.3% |
| 3Y | +54.5% | +92.6% | -38.1% | -25.5% |
| 5Y | -46.3% | +53.8% | -100.2% | -68.3% |
| All | -35.5% | +108.9% | -144.4% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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