-26.3%
RBLX vs PLUG
-96.9%
+70.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.0% | +8.2% | +0.9% |
| 7D | +12.6% | -3.2% | +15.8% | +13.3% |
| 30D | +6.4% | -18.7% | +25.2% | +10.6% |
| 3M | +38.2% | -35.3% | +73.5% | +49.2% |
| 6M | +22.1% | -56.2% | +78.4% | +39.6% |
| YTD | -36.8% | -30.7% | -6.1% | -35.4% |
| 1Y | -51.4% | -46.7% | -4.7% | -48.2% |
| 3Y | +33.2% | -61.3% | +94.6% | +13.2% |
| 5Y | -46.3% | -96.6% | +50.3% | +7.2% |
| All | -26.3% | -96.9% | +70.6% | +35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling