-35.9%
RBLX vs PPL
+54.0%
-89.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | +8.0% | 0.0% | +8.0% | +8.0% |
| 30D | +20.2% | -1.3% | +21.4% | +20.6% |
| 3M | +3.5% | -2.6% | +6.1% | +4.1% |
| 6M | -28.9% | -8.4% | -20.5% | -27.2% |
| YTD | -45.1% | +0.2% | -45.3% | -45.5% |
| 1Y | -66.2% | -0.2% | -66.0% | -66.5% |
| 3Y | +53.5% | +52.9% | +0.6% | +23.2% |
| 5Y | -48.4% | +36.8% | -85.3% | -57.6% |
| All | -35.9% | +54.0% | -89.9% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded PPL 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling