-35.4%
RBLX vs PSX
+270.8%
-306.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | +8.1% | +1.5% | +6.6% | +7.9% |
| 30D | +23.9% | +15.8% | +8.1% | +21.4% |
| 3M | +8.1% | +43.0% | -34.9% | +2.3% |
| 6M | -23.7% | +61.1% | -84.8% | -29.5% |
| YTD | -44.6% | +104.5% | -149.1% | -51.1% |
| 1Y | -66.2% | +102.5% | -168.7% | -70.1% |
| 3Y | +54.7% | +133.5% | -78.8% | +30.4% |
| 5Y | -48.9% | +367.0% | -415.9% | -59.6% |
| All | -35.4% | +270.8% | -306.3% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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