-48.4%
RBLX vs REPL
-53.9%
+5.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.6% |
| 7D | +8.0% | -9.6% | +17.6% | +8.2% |
| 30D | +20.2% | +5.7% | +14.5% | +20.0% |
| 3M | +3.5% | +56.4% | -52.9% | +2.8% |
| 6M | -28.9% | +67.4% | -96.4% | -33.5% |
| YTD | -45.1% | +48.7% | -93.7% | -48.3% |
| 1Y | -66.2% | +148.3% | -214.5% | -70.9% |
| 3Y | +53.5% | -26.7% | +80.2% | +31.4% |
| 5Y | -48.4% | -54.1% | +5.7% | -59.5% |
| All | -48.4% | -53.9% | +5.5% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling