-35.5%
RBLX vs O
+37.1%
-72.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | +10.2% | -0.6% | +10.8% | +10.5% |
| 30D | +18.6% | -2.0% | +20.6% | +19.7% |
| 3M | +6.0% | +3.0% | +3.0% | +3.9% |
| 6M | -29.5% | -3.6% | -25.8% | -28.6% |
| YTD | -44.7% | +12.1% | -56.7% | -49.0% |
| 1Y | -65.1% | +8.9% | -74.0% | -67.3% |
| 3Y | +54.5% | +30.3% | +24.2% | +21.4% |
| 5Y | -46.3% | +13.7% | -60.0% | -53.2% |
| All | -35.5% | +37.1% | -72.6% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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