-42.1%
RBLX vs NVTS
-16.8%
-25.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -2.9% | +0.8% |
| 7D | +5.1% | -1.4% | +6.5% | +5.2% |
| 30D | +28.0% | -16.5% | +44.5% | +30.7% |
| 3M | +4.6% | -47.6% | +52.3% | +12.0% |
| 6M | -24.7% | +7.3% | -31.9% | -29.8% |
| YTD | -43.8% | +62.9% | -106.7% | -51.4% |
| 1Y | -65.8% | +91.3% | -157.1% | -71.7% |
| 3Y | +59.4% | +43.4% | +16.0% | +27.6% |
| All | -42.1% | -16.8% | -25.3% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 5y: compounded portfolio wealth divided by compounded NVTS 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…
5y analysis · Full analysis span regression · 6 months rolling