-43.3%
RBLX vs NVTS
-17.0%
-26.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.7% | -0.2% |
| 7D | +8.0% | +3.5% | +4.6% | +7.6% |
| 30D | +20.2% | -11.9% | +32.1% | +21.8% |
| 3M | +3.5% | -49.2% | +52.8% | +11.3% |
| 6M | -28.9% | +38.4% | -67.4% | -36.3% |
| YTD | -45.1% | +62.5% | -107.5% | -52.4% |
| 1Y | -66.2% | +101.4% | -167.6% | -72.2% |
| 3Y | +53.5% | +40.4% | +13.0% | +23.9% |
| All | -43.3% | -17.0% | -26.3% | -49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling