-34.5%
RBLX vs NVS
+95.7%
-130.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +5.1% | -14.3% | +19.3% | +5.6% |
| 30D | +28.0% | -10.0% | +38.0% | +28.2% |
| 3M | +4.6% | -10.9% | +15.5% | +4.9% |
| 6M | -24.7% | -12.0% | -12.7% | -24.4% |
| YTD | -43.8% | +2.5% | -46.4% | -44.3% |
| 1Y | -65.8% | +10.7% | -76.5% | -66.4% |
| 3Y | +59.4% | +53.3% | +6.1% | +45.0% |
| 5Y | -48.2% | +93.6% | -141.8% | -56.6% |
| All | -34.5% | +95.7% | -130.2% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 10y: compounded portfolio wealth divided by compounded NVS 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…
10y analysis · Full analysis span regression · 6 months rolling