-35.9%
RBLX vs RMBS
+341.6%
-377.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.9% |
| 7D | +8.0% | +3.5% | +4.6% | +7.0% |
| 30D | +20.2% | -8.6% | +28.8% | +23.0% |
| 3M | +3.5% | -40.3% | +43.8% | +18.8% |
| 6M | -28.9% | -1.0% | -28.0% | -35.6% |
| YTD | -45.1% | -4.6% | -40.4% | -50.4% |
| 1Y | -66.2% | +17.6% | -83.8% | -72.8% |
| 3Y | +53.5% | +58.6% | -5.2% | -7.8% |
| 5Y | -48.4% | +270.9% | -319.4% | -86.6% |
| All | -35.9% | +341.6% | -377.5% | -85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling