-66.6%
RBLX vs RJF
+7.8%
-74.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +5.0% |
| 7D | +12.4% | -0.6% | +13.0% | +12.6% |
| 30D | +19.7% | -1.3% | +20.9% | +20.1% |
| 3M | -0.1% | +18.9% | -19.0% | -8.6% |
| 6M | -35.7% | +15.0% | -50.8% | -40.4% |
| YTD | -46.6% | +12.2% | -58.8% | -50.2% |
| 1Y | -66.6% | +5.6% | -72.3% | -68.1% |
| All | -66.6% | +7.8% | -74.5% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling