+57.2%
RBLX vs PM
+129.7%
-72.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.8% |
| 7D | +8.1% | +1.9% | +6.2% | +8.1% |
| 30D | +23.9% | +1.9% | +22.0% | +23.9% |
| 3M | +8.1% | +4.6% | +3.6% | +8.3% |
| 6M | -23.7% | +11.7% | -35.4% | -23.0% |
| YTD | -44.6% | +20.4% | -65.0% | -44.4% |
| 1Y | -66.2% | +19.0% | -85.2% | -66.0% |
| All | +57.2% | +129.7% | -72.5% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling