-46.2%
RBLX vs RGEN
-44.2%
-2.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +5.1% | -1.4% | +6.5% | +5.6% |
| 30D | +28.0% | -0.3% | +28.3% | +28.0% |
| 3M | +4.6% | +23.9% | -19.3% | -4.8% |
| 6M | -24.7% | +38.5% | -63.2% | -35.0% |
| YTD | -43.8% | +0.8% | -44.7% | -45.1% |
| 1Y | -65.8% | +38.2% | -104.0% | -71.0% |
| 3Y | +59.4% | +1.3% | +58.1% | +36.7% |
| All | -46.2% | -44.2% | -2.1% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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