-28.2%
RBLX vs PM
+198.6%
-226.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -2.9% |
| 7D | +1.2% | +0.5% | +0.7% | +1.2% |
| 30D | +5.0% | -3.2% | +8.2% | +5.0% |
| 3M | +31.5% | +6.2% | +25.3% | +31.6% |
| 6M | +18.9% | +7.7% | +11.3% | +19.1% |
| YTD | -38.4% | +27.3% | -65.7% | -38.3% |
| 1Y | -50.7% | +32.8% | -83.5% | -50.7% |
| 3Y | +28.8% | +150.0% | -121.2% | +27.8% |
| 5Y | -53.6% | +164.2% | -217.8% | -53.1% |
| All | -28.2% | +198.6% | -226.8% | -22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling