+55.9%
RBLX vs REPL
-27.0%
+83.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.7% |
| 7D | +8.0% | -9.6% | +17.6% | +7.8% |
| 30D | +20.2% | +5.7% | +14.5% | +20.4% |
| 3M | +3.5% | +56.4% | -52.9% | +8.3% |
| 6M | -28.9% | +67.4% | -96.4% | -26.9% |
| YTD | -45.1% | +48.7% | -93.7% | -43.4% |
| 1Y | -66.2% | +148.3% | -214.5% | -66.1% |
| All | +55.9% | -27.0% | +83.0% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling