-46.2%
RBLX vs NTAP
+140.4%
-186.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.5% | -7.2% | -2.5% |
| 7D | +5.1% | +7.4% | -2.3% | +1.6% |
| 30D | +28.0% | -1.4% | +29.4% | +28.2% |
| 3M | +4.6% | +24.6% | -19.9% | -7.4% |
| 6M | -24.7% | +105.9% | -130.5% | -50.5% |
| YTD | -43.8% | +88.5% | -132.4% | -61.4% |
| 1Y | -65.8% | +62.1% | -127.9% | -74.5% |
| 3Y | +59.4% | +169.1% | -109.7% | -24.2% |
| All | -46.2% | +140.4% | -186.6% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 5y: compounded portfolio wealth divided by compounded NTAP 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…
5y analysis · Full analysis span regression · 6 months rolling