-28.2%
RBLX vs REPL
-35.6%
+7.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.9% |
| 7D | +1.2% | +1.2% | 0.0% | +1.2% |
| 30D | +5.0% | +92.2% | -87.2% | +3.2% |
| 3M | +31.5% | +44.1% | -12.6% | +30.1% |
| 6M | +18.9% | +313.0% | -294.1% | +8.5% |
| YTD | -38.4% | +125.2% | -163.6% | -44.0% |
| 1Y | -50.7% | +143.8% | -194.5% | -55.6% |
| 3Y | +28.8% | +104.2% | -75.4% | -19.6% |
| 5Y | -53.6% | -34.5% | -19.1% | -60.4% |
| All | -28.2% | -35.6% | +7.4% | -44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling