-35.4%
RBLX vs NVS
+96.2%
-131.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +8.1% | -15.7% | +23.8% | +8.8% |
| 30D | +23.9% | -11.1% | +35.0% | +24.2% |
| 3M | +8.1% | -7.2% | +15.3% | +8.1% |
| 6M | -23.7% | -12.3% | -11.4% | -23.4% |
| YTD | -44.6% | +2.8% | -47.4% | -45.1% |
| 1Y | -66.2% | +11.9% | -78.2% | -66.9% |
| 3Y | +54.7% | +55.1% | -0.4% | +40.4% |
| 5Y | -48.9% | +94.1% | -143.0% | -57.2% |
| All | -35.4% | +96.2% | -131.6% | -53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling