-34.5%
RBLX vs NTR
+62.1%
-96.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.5% |
| 7D | +5.1% | -1.3% | +6.3% | +5.3% |
| 30D | +28.0% | +16.8% | +11.2% | +23.9% |
| 3M | +4.6% | +20.7% | -16.1% | +0.4% |
| 6M | -24.7% | +0.5% | -25.2% | -25.2% |
| YTD | -43.8% | +29.2% | -73.0% | -47.6% |
| 1Y | -65.8% | +39.6% | -105.4% | -68.7% |
| 3Y | +59.4% | +37.9% | +21.5% | +44.0% |
| 5Y | -48.2% | +47.1% | -95.3% | -55.3% |
| All | -34.5% | +62.1% | -96.6% | -43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling