-26.0%
RBLX vs PLUG
-97.2%
+71.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.8% | +6.6% | -0.6% |
| 7D | +7.9% | -8.1% | +16.1% | +9.5% |
| 30D | +3.9% | -20.5% | +24.4% | +8.4% |
| 3M | +44.7% | -45.9% | +90.5% | +61.6% |
| 6M | +23.8% | -65.2% | +89.0% | +47.9% |
| YTD | -36.5% | -37.1% | +0.5% | -34.0% |
| 1Y | -50.7% | -54.6% | +3.9% | -45.8% |
| 3Y | +33.8% | -64.9% | +98.7% | +15.7% |
| 5Y | -52.2% | -97.1% | +44.9% | -0.9% |
| All | -26.0% | -97.2% | +71.2% | +38.4% |
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