-48.4%
RBLX vs RL
+233.3%
-281.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.7% | +1.0% |
| 7D | +8.0% | -0.3% | +8.3% | +8.1% |
| 30D | +20.2% | -17.5% | +37.7% | +32.0% |
| 3M | +3.5% | -14.0% | +17.5% | +10.8% |
| 6M | -28.9% | -2.0% | -27.0% | -30.5% |
| YTD | -45.1% | -4.6% | -40.5% | -45.7% |
| 1Y | -66.2% | +9.5% | -75.7% | -69.4% |
| 3Y | +53.5% | +200.5% | -147.0% | -36.4% |
| 5Y | -48.4% | +226.3% | -274.7% | -81.2% |
| All | -48.4% | +233.3% | -281.8% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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