+59.4%
RBLX vs NOC
+28.9%
+30.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +5.1% | +0.8% | +4.3% | +5.1% |
| 30D | +28.0% | -9.7% | +37.7% | +27.3% |
| 3M | +4.6% | -5.6% | +10.3% | +4.5% |
| 6M | -24.7% | -28.6% | +3.9% | -26.3% |
| YTD | -43.8% | -7.9% | -36.0% | -43.3% |
| 1Y | -65.8% | -9.5% | -56.3% | -65.5% |
| 3Y | +59.4% | +28.4% | +31.0% | +69.3% |
| All | +59.4% | +28.9% | +30.5% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 3y: compounded portfolio wealth divided by compounded NOC 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…
3y analysis · Full analysis span regression · 6 months rolling