-34.5%
RBLX vs NWSA
+23.8%
-58.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.2% |
| 7D | +5.1% | -2.8% | +7.9% | +7.1% |
| 30D | +28.0% | +3.0% | +25.0% | +25.0% |
| 3M | +4.6% | +12.3% | -7.7% | -4.1% |
| 6M | -24.7% | +21.9% | -46.5% | -35.3% |
| YTD | -43.8% | +13.6% | -57.4% | -49.6% |
| 1Y | -65.8% | +0.5% | -66.3% | -66.5% |
| 3Y | +59.4% | +43.8% | +15.6% | +13.2% |
| 5Y | -48.2% | +41.2% | -89.4% | -65.2% |
| All | -34.5% | +23.8% | -58.3% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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