-28.2%
RBLX vs RCAT
-23.1%
-5.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.5% | -2.7% |
| 7D | +1.2% | -5.9% | +7.2% | +1.6% |
| 30D | +5.0% | -19.7% | +24.6% | +6.2% |
| 3M | +31.5% | -62.9% | +94.4% | +39.1% |
| 6M | +18.9% | -59.6% | +78.5% | +24.3% |
| YTD | -38.4% | -52.1% | +13.7% | -36.6% |
| 1Y | -50.7% | -50.9% | +0.2% | -49.4% |
| 3Y | +28.8% | +333.8% | -305.0% | +13.7% |
| 5Y | -53.6% | +40.7% | -94.3% | -58.5% |
| All | -28.2% | -23.1% | -5.1% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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