-52.6%
RBLX vs RJF
+7.8%
-60.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.3% | +4.2% | +6.5% |
| 7D | -7.5% | +7.2% | -14.6% | -9.8% |
| 30D | +10.6% | +4.9% | +5.7% | +8.5% |
| 3M | +33.3% | -5.5% | +38.8% | +35.6% |
| 6M | +3.7% | +8.0% | -4.3% | -1.6% |
| YTD | -39.1% | +6.2% | -45.3% | -42.5% |
| 1Y | -52.6% | +7.8% | -60.4% | -56.0% |
| All | -52.6% | +7.8% | -60.5% | -56.0% |
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