-62.6%
RBLX vs NTRS
+43.5%
-106.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -4.0% | +16.7% | +14.4% |
| 7D | +18.4% | -2.6% | +21.1% | +19.3% |
| 30D | +34.2% | -4.6% | +38.8% | +36.5% |
| 3M | +18.4% | +4.7% | +13.7% | +14.2% |
| 6M | -9.1% | +34.0% | -43.1% | -25.8% |
| YTD | -36.7% | +35.0% | -71.7% | -47.5% |
| All | -62.6% | +43.5% | -106.1% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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