-28.9%
RBLX vs RGEN
+39.8%
-68.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.2% |
| 7D | +8.0% | -4.6% | +12.6% | +9.3% |
| 30D | +20.2% | +1.2% | +19.0% | +19.8% |
| 3M | +3.5% | +26.8% | -23.3% | -3.7% |
| 6M | -28.9% | +29.1% | -58.0% | -32.0% |
| All | -28.9% | +39.8% | -68.7% | -32.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling