-34.5%
RBLX vs RDW
+6.2%
-40.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.8% |
| 7D | +5.1% | +0.9% | +4.2% | +4.9% |
| 30D | +28.0% | -21.3% | +49.3% | +33.3% |
| 3M | +4.6% | -37.9% | +42.5% | +12.1% |
| 6M | -24.7% | +12.3% | -36.9% | -31.5% |
| YTD | -43.8% | +39.7% | -83.6% | -52.9% |
| 1Y | -65.8% | +25.7% | -91.5% | -71.5% |
| 3Y | +59.4% | +230.8% | -171.5% | -22.2% |
| 5Y | -48.2% | -8.8% | -39.5% | -71.7% |
| All | -34.5% | +6.2% | -40.7% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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