-35.9%
RBLX vs PSKY
-85.5%
+49.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.7% | +0.5% |
| 7D | +8.0% | -6.8% | +14.9% | +9.7% |
| 30D | +20.2% | +10.2% | +9.9% | +17.5% |
| 3M | +3.5% | +0.3% | +3.3% | +3.1% |
| 6M | -28.9% | -7.8% | -21.2% | -28.4% |
| YTD | -45.1% | -23.0% | -22.1% | -42.7% |
| 1Y | -66.2% | -31.6% | -34.6% | -64.3% |
| 3Y | +53.5% | -21.3% | +74.8% | +40.9% |
| 5Y | -48.4% | -71.5% | +23.0% | -36.7% |
| All | -35.9% | -85.5% | +49.5% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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