+41.1%
RBLX vs NVDL
+2,476.2%
-2,435.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +5.1% | -10.3% | +15.4% | +7.0% |
| 30D | +28.0% | -7.1% | +35.1% | +29.1% |
| 3M | +4.6% | +6.6% | -2.0% | +1.8% |
| 6M | -24.7% | +21.1% | -45.7% | -29.0% |
| YTD | -43.8% | +15.2% | -59.1% | -46.9% |
| 1Y | -65.8% | +18.8% | -84.6% | -68.1% |
| 3Y | +59.4% | +649.9% | -590.5% | -15.5% |
| All | +41.1% | +2,476.2% | -2,435.1% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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