-37.7%
RBLX vs RL
+212.5%
-250.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.3% | +3.4% |
| 7D | +12.4% | -0.8% | +13.2% | +12.7% |
| 30D | +19.7% | -7.8% | +27.4% | +23.8% |
| 3M | -0.1% | -4.0% | +3.9% | +1.1% |
| 6M | -35.7% | -1.9% | -33.9% | -36.8% |
| YTD | -46.6% | -0.2% | -46.4% | -48.1% |
| 1Y | -66.6% | +10.7% | -77.3% | -69.5% |
| 3Y | +52.3% | +210.8% | -158.5% | -30.4% |
| 5Y | -47.7% | +238.2% | -286.0% | -78.2% |
| All | -37.7% | +212.5% | -250.1% | -74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling