-52.6%
RBLX vs RF
+25.4%
-78.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.5% | +7.0% | +8.0% |
| 7D | -7.5% | +2.3% | -9.7% | -8.1% |
| 30D | +10.6% | +7.2% | +3.4% | +8.3% |
| 3M | +33.3% | -8.2% | +41.5% | +35.8% |
| 6M | +3.7% | +7.0% | -3.4% | +1.3% |
| YTD | -39.1% | +10.3% | -49.4% | -40.6% |
| 1Y | -52.6% | +25.1% | -77.7% | -54.6% |
| All | -52.6% | +25.4% | -78.1% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling