-37.7%
RBLX vs RF
+80.5%
-118.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.4% |
| 7D | +12.4% | +1.3% | +11.1% | +11.8% |
| 30D | +19.7% | -3.6% | +23.3% | +21.3% |
| 3M | -0.1% | +8.1% | -8.2% | -3.4% |
| 6M | -35.7% | +11.5% | -47.2% | -38.8% |
| YTD | -46.6% | +15.6% | -62.1% | -50.1% |
| 1Y | -66.6% | +15.7% | -82.3% | -69.0% |
| 3Y | +52.3% | +86.9% | -34.6% | +11.0% |
| 5Y | -47.7% | +89.8% | -137.6% | -60.2% |
| All | -37.7% | +80.5% | -118.2% | -52.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling