+28.1%
RBLX vs RBRK
+124.5%
-96.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +2.0% |
| 7D | +5.1% | -7.5% | +12.6% | +7.0% |
| 30D | +28.0% | -10.4% | +38.4% | +30.5% |
| 3M | +4.6% | +21.3% | -16.7% | -1.9% |
| 6M | -24.7% | +50.6% | -75.3% | -33.8% |
| YTD | -43.8% | +13.3% | -57.1% | -47.9% |
| 1Y | -65.8% | +11.2% | -77.0% | -68.4% |
| All | +28.1% | +124.5% | -96.4% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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