-34.5%
RBLX vs RIG
+43.5%
-78.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.7% |
| 7D | +5.1% | -3.1% | +8.1% | +5.6% |
| 30D | +28.0% | -0.5% | +28.6% | +28.0% |
| 3M | +4.6% | -6.0% | +10.6% | +4.7% |
| 6M | -24.7% | -10.1% | -14.5% | -24.3% |
| YTD | -43.8% | +37.3% | -81.1% | -48.4% |
| 1Y | -65.8% | +73.9% | -139.7% | -70.3% |
| 3Y | +59.4% | -30.2% | +89.5% | +59.2% |
| 5Y | -48.2% | +62.5% | -110.7% | -58.0% |
| All | -34.5% | +43.5% | -78.1% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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