-35.4%
RBLX vs NEM
+154.0%
-189.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.1% |
| 7D | +8.1% | -3.3% | +11.4% | +8.7% |
| 30D | +23.9% | +7.8% | +16.1% | +22.2% |
| 3M | +8.1% | +36.3% | -28.1% | +2.5% |
| 6M | -23.7% | +6.6% | -30.3% | -25.2% |
| YTD | -44.6% | +27.1% | -71.8% | -46.8% |
| 1Y | -66.2% | +62.3% | -128.6% | -68.6% |
| 3Y | +54.7% | +245.1% | -190.4% | +27.0% |
| 5Y | -48.9% | +154.0% | -202.9% | -59.2% |
| All | -35.4% | +154.0% | -189.4% | -52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling