-35.4%
RBLX vs PLUG
-95.3%
+59.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +1.3% |
| 7D | +8.1% | 0.0% | +8.1% | +8.1% |
| 30D | +23.9% | -5.0% | +28.9% | +24.9% |
| 3M | +8.1% | -26.2% | +34.4% | +13.7% |
| 6M | -23.7% | -0.5% | -23.2% | -26.0% |
| YTD | -44.6% | +7.1% | -51.7% | -47.7% |
| 1Y | -66.2% | +46.5% | -112.7% | -71.9% |
| 3Y | +54.7% | -73.5% | +128.2% | +57.6% |
| 5Y | -48.9% | -91.3% | +42.3% | -20.5% |
| All | -35.4% | -95.3% | +59.8% | +9.7% |
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