-37.7%
RBLX vs P
+358.4%
-396.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +3.0% | +3.8% |
| 7D | +12.4% | +6.5% | +5.9% | +9.7% |
| 30D | +19.7% | +18.8% | +0.8% | +10.2% |
| 3M | -0.1% | +26.7% | -26.8% | -12.0% |
| 6M | -35.7% | +62.2% | -97.9% | -50.3% |
| YTD | -46.6% | +48.5% | -95.1% | -57.3% |
| 1Y | -66.6% | +26.4% | -93.0% | -72.6% |
| 3Y | +52.3% | +159.4% | -107.1% | -30.2% |
| 5Y | -47.7% | +275.8% | -323.5% | -81.3% |
| All | -37.7% | +358.4% | -396.0% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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