-66.6%
RBLX vs PHM
-6.9%
-59.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | +12.4% | -3.2% | +15.6% | +13.1% |
| 30D | +19.7% | -6.4% | +26.1% | +21.1% |
| 3M | -0.1% | +5.5% | -5.6% | -0.4% |
| 6M | -35.7% | -5.4% | -30.3% | -36.8% |
| YTD | -46.6% | +6.6% | -53.1% | -46.3% |
| 1Y | -66.6% | -8.8% | -57.8% | -67.9% |
| All | -66.6% | -6.9% | -59.7% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 1y: compounded portfolio wealth divided by compounded PHM 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…
1y analysis · Full analysis span regression · 6 months rolling