-46.2%
RBLX vs RMBS
+265.4%
-311.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +0.8% |
| 7D | +5.1% | +1.8% | +3.3% | +4.5% |
| 30D | +28.0% | -13.9% | +41.9% | +33.4% |
| 3M | +4.6% | -39.8% | +44.4% | +19.3% |
| 6M | -24.7% | -6.0% | -18.6% | -30.3% |
| YTD | -43.8% | -5.4% | -38.5% | -49.1% |
| 1Y | -65.8% | -1.8% | -64.0% | -70.2% |
| 3Y | +59.4% | +53.7% | +5.7% | -1.4% |
| All | -46.2% | +265.4% | -311.7% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling