-65.8%
RBLX vs NEM
+64.8%
-130.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | +5.1% | -1.0% | +6.1% | +5.3% |
| 30D | +28.0% | +7.8% | +20.2% | +25.2% |
| 3M | +4.6% | +30.2% | -25.6% | -2.7% |
| 6M | -24.7% | +9.6% | -34.3% | -27.8% |
| YTD | -43.8% | +27.8% | -71.7% | -46.1% |
| 1Y | -65.8% | +60.7% | -126.5% | -66.9% |
| All | -65.8% | +64.8% | -130.6% | -66.9% |
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