-52.6%
RBLX vs NEM
+50.9%
-103.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +9.9% | -1.4% | +5.1% |
| 7D | -7.5% | +3.7% | -11.1% | -8.5% |
| 30D | +10.6% | +2.0% | +8.6% | +9.8% |
| 3M | +33.3% | +21.1% | +12.2% | +23.9% |
| 6M | +3.7% | +9.5% | -5.9% | -1.1% |
| YTD | -39.1% | +19.1% | -58.2% | -41.8% |
| 1Y | -52.6% | +51.1% | -103.7% | -58.0% |
| All | -52.6% | +50.9% | -103.5% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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