-37.7%
RBLX vs PPL
+56.5%
-94.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +12.4% | +2.7% | +9.7% | +11.5% |
| 30D | +19.7% | +0.5% | +19.2% | +19.5% |
| 3M | -0.1% | +0.7% | -0.8% | -0.6% |
| 6M | -35.7% | -7.6% | -28.1% | -34.3% |
| YTD | -46.6% | +1.8% | -48.4% | -47.2% |
| 1Y | -66.6% | -0.8% | -65.9% | -66.8% |
| 3Y | +52.3% | +56.9% | -4.6% | +20.9% |
| 5Y | -47.7% | +39.5% | -87.3% | -57.1% |
| All | -37.7% | +56.5% | -94.2% | -43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling