-53.4%
RBLX vs NLY
+0.3%
-53.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -2.9% | -3.1% |
| 7D | -9.2% | +2.1% | -11.2% | -10.3% |
| 30D | +4.6% | +2.3% | +2.3% | +2.9% |
| 3M | +31.7% | -13.7% | +45.3% | +45.9% |
| 6M | +8.2% | -9.6% | +17.8% | +17.3% |
| YTD | -41.2% | -6.5% | -34.7% | -33.6% |
| 1Y | -53.4% | -0.6% | -52.8% | -48.3% |
| All | -53.4% | +0.3% | -53.7% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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