-28.2%
RBLX vs P
+397.4%
-425.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -2.3% |
| 7D | +1.2% | +11.6% | -10.4% | -2.7% |
| 30D | +5.0% | -23.7% | +28.7% | +14.3% |
| 3M | +31.5% | -8.0% | +39.5% | +31.6% |
| 6M | +18.9% | +27.9% | -9.0% | +0.9% |
| YTD | -38.4% | +61.2% | -99.6% | -53.3% |
| 1Y | -50.7% | +28.6% | -79.3% | -60.2% |
| 3Y | +28.8% | +200.5% | -171.7% | -46.4% |
| 5Y | -53.6% | +282.9% | -336.5% | -83.9% |
| All | -28.2% | +397.4% | -425.6% | -77.5% |
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