-34.5%
RBLX vs OSCR
-5.6%
-28.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +5.1% | +1.6% | +3.4% | +4.7% |
| 30D | +28.0% | +10.7% | +17.4% | +25.3% |
| 3M | +4.6% | +13.4% | -8.7% | +1.5% |
| 6M | -24.7% | +144.6% | -169.2% | -37.8% |
| YTD | -43.8% | +128.0% | -171.9% | -53.2% |
| 1Y | -65.8% | +68.7% | -134.4% | -70.3% |
| 3Y | +59.4% | +398.8% | -339.4% | -7.9% |
| 5Y | -48.2% | +87.3% | -135.5% | -71.1% |
| All | -34.5% | -5.6% | -28.9% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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