-37.7%
RBLX vs PR
+443.3%
-481.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.6% |
| 7D | +12.4% | +2.9% | +9.5% | +11.8% |
| 30D | +19.7% | +18.0% | +1.6% | +16.1% |
| 3M | -0.1% | +16.9% | -17.0% | -3.5% |
| 6M | -35.7% | +28.2% | -64.0% | -39.3% |
| YTD | -46.6% | +69.3% | -115.9% | -52.3% |
| 1Y | -66.6% | +69.5% | -136.1% | -70.4% |
| 3Y | +52.3% | +81.7% | -29.4% | +30.6% |
| 5Y | -47.7% | +422.2% | -470.0% | -63.0% |
| All | -37.7% | +443.3% | -481.0% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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