+59.4%
RBLX vs NTR
+36.8%
+22.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.4% |
| 7D | +5.1% | -1.3% | +6.3% | +5.2% |
| 30D | +28.0% | +16.8% | +11.2% | +25.2% |
| 3M | +4.6% | +20.7% | -16.1% | +1.9% |
| 6M | -24.7% | +0.5% | -25.2% | -24.8% |
| YTD | -43.8% | +29.2% | -73.0% | -46.7% |
| 1Y | -65.8% | +39.6% | -105.4% | -68.1% |
| 3Y | +59.4% | +37.9% | +21.5% | +47.8% |
| All | +59.4% | +36.8% | +22.6% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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