-35.9%
RBLX vs RF
+77.4%
-113.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | +8.0% | -0.1% | +8.2% | +8.1% |
| 30D | +20.2% | -4.0% | +24.2% | +22.0% |
| 3M | +3.5% | +5.6% | -2.0% | +1.0% |
| 6M | -28.9% | +13.1% | -42.0% | -32.7% |
| YTD | -45.1% | +13.6% | -58.6% | -48.3% |
| 1Y | -66.2% | +16.0% | -82.2% | -68.6% |
| 3Y | +53.5% | +90.2% | -36.7% | +10.8% |
| 5Y | -48.4% | +87.0% | -135.4% | -60.4% |
| All | -35.9% | +77.4% | -113.3% | -50.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling