-52.6%
RBLX vs RMBS
-18.2%
-34.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -6.0% | +14.5% | +9.3% |
| 7D | -7.5% | -8.9% | +1.5% | -6.2% |
| 30D | +10.6% | -24.8% | +35.5% | +14.4% |
| 3M | +33.3% | -17.6% | +50.8% | +36.2% |
| 6M | +3.7% | -25.7% | +29.3% | +4.1% |
| YTD | -39.1% | -9.8% | -29.4% | -44.0% |
| 1Y | -52.6% | -17.4% | -35.3% | -55.4% |
| All | -52.6% | -18.2% | -34.4% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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