-35.9%
RBLX vs PSA
+54.7%
-90.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.7% | 0.0% |
| 7D | +8.0% | -2.2% | +10.3% | +8.7% |
| 30D | +20.2% | -9.6% | +29.7% | +23.7% |
| 3M | +3.5% | -7.9% | +11.4% | +5.6% |
| 6M | -28.9% | -2.0% | -26.9% | -29.2% |
| YTD | -45.1% | +15.7% | -60.8% | -48.4% |
| 1Y | -66.2% | +5.8% | -72.0% | -67.3% |
| 3Y | +53.5% | +21.6% | +31.9% | +32.2% |
| 5Y | -48.4% | +13.1% | -61.6% | -54.8% |
| All | -35.9% | +54.7% | -90.6% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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