-29.1%
RBLX vs PR
+409.2%
-438.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.5% | +3.1% |
| 7D | +14.7% | -16.4% | +31.1% | +18.0% |
| 30D | +6.2% | -1.9% | +8.1% | +6.1% |
| 3M | +36.8% | +8.0% | +28.8% | +34.1% |
| 6M | +12.7% | +4.1% | +8.6% | +10.5% |
| YTD | -39.2% | +58.7% | -97.9% | -45.4% |
| 1Y | -51.3% | +75.8% | -127.2% | -57.3% |
| 3Y | +45.6% | +73.2% | -27.5% | +25.5% |
| 5Y | -36.8% | +230.1% | -266.9% | -52.6% |
| All | -29.1% | +409.2% | -438.3% | -50.5% |
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