-24.3%
RBLX vs PLUG
-96.9%
+72.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +2.9% |
| 7D | +6.7% | -6.8% | +13.5% | +8.0% |
| 30D | +6.1% | -16.0% | +22.2% | +9.6% |
| 3M | +45.3% | -38.7% | +84.0% | +58.6% |
| 6M | +27.4% | -61.4% | +88.7% | +49.3% |
| YTD | -35.1% | -31.0% | -4.1% | -33.6% |
| 1Y | -49.7% | -46.2% | -3.5% | -46.5% |
| 3Y | +36.9% | -61.5% | +98.4% | +16.4% |
| 5Y | -46.4% | -96.9% | +50.5% | +9.5% |
| All | -24.3% | -96.9% | +72.6% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 10y: compounded portfolio wealth divided by compounded PLUG 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…
10y analysis · Full analysis span regression · 6 months rolling