-35.4%
RBLX vs REPL
-61.1%
+25.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.4% | +9.2% | +1.0% |
| 7D | +8.1% | -13.4% | +21.5% | +8.5% |
| 30D | +23.9% | -3.0% | +26.9% | +23.9% |
| 3M | +8.1% | +56.3% | -48.2% | +5.5% |
| 6M | -23.7% | +60.9% | -84.6% | -30.4% |
| YTD | -44.6% | +36.2% | -80.8% | -49.0% |
| 1Y | -66.2% | +121.0% | -187.3% | -71.7% |
| 3Y | +54.7% | -32.8% | +87.5% | +24.7% |
| 5Y | -48.9% | -58.7% | +9.7% | -56.9% |
| All | -35.4% | -61.1% | +25.6% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling