-35.4%
RBLX vs OMC
+25.7%
-61.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.2% |
| 7D | +8.1% | -6.2% | +14.4% | +10.9% |
| 30D | +23.9% | -7.6% | +31.5% | +27.8% |
| 3M | +8.1% | +7.4% | +0.8% | +4.2% |
| 6M | -23.7% | +0.1% | -23.9% | -24.4% |
| YTD | -44.6% | +0.4% | -45.0% | -45.6% |
| 1Y | -66.2% | +7.8% | -74.0% | -68.2% |
| 3Y | +54.7% | +11.8% | +42.9% | +33.9% |
| 5Y | -48.9% | +32.5% | -81.4% | -57.4% |
| All | -35.4% | +25.7% | -61.1% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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