-34.5%
RBLX vs PM
+184.3%
-218.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.4% |
| 7D | +5.1% | +4.7% | +0.4% | +5.1% |
| 30D | +28.0% | +2.6% | +25.4% | +28.0% |
| 3M | +4.6% | +6.6% | -1.9% | +4.7% |
| 6M | -24.7% | +16.5% | -41.2% | -24.4% |
| YTD | -43.8% | +21.2% | -65.0% | -43.8% |
| 1Y | -65.8% | +17.9% | -83.7% | -65.7% |
| 3Y | +59.4% | +129.8% | -70.5% | +58.1% |
| 5Y | -48.2% | +133.0% | -181.3% | -50.0% |
| All | -34.5% | +184.3% | -218.9% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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