-35.9%
RBLX vs NWSA
+24.5%
-60.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | +8.0% | -3.1% | +11.1% | +10.3% |
| 30D | +20.2% | +4.3% | +15.9% | +16.3% |
| 3M | +3.5% | +9.2% | -5.7% | -3.3% |
| 6M | -28.9% | +21.6% | -50.5% | -38.8% |
| YTD | -45.1% | +14.2% | -59.3% | -50.9% |
| 1Y | -66.2% | +1.8% | -68.0% | -67.2% |
| 3Y | +53.5% | +44.4% | +9.0% | +8.6% |
| 5Y | -48.4% | +41.0% | -89.4% | -65.4% |
| All | -35.9% | +24.5% | -60.4% | -55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling