+59.4%
RBLX vs NTRS
+168.2%
-108.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.9% |
| 7D | +5.1% | +1.4% | +3.7% | +4.4% |
| 30D | +28.0% | -0.7% | +28.7% | +28.2% |
| 3M | +4.6% | +11.3% | -6.7% | -0.5% |
| 6M | -24.7% | +35.5% | -60.2% | -34.7% |
| YTD | -43.8% | +40.6% | -84.4% | -51.9% |
| 1Y | -65.8% | +49.2% | -115.0% | -71.4% |
| 3Y | +59.4% | +167.2% | -107.9% | +3.1% |
| All | +59.4% | +168.2% | -108.8% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling