-66.6%
RBLX vs RNG
+144.7%
-211.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.9% | +8.2% | +4.4% |
| 7D | +12.4% | +5.8% | +6.6% | +12.2% |
| 30D | +19.7% | +19.6% | +0.1% | +19.1% |
| 3M | -0.1% | +67.0% | -67.1% | -1.8% |
| 6M | -35.7% | +88.4% | -124.1% | -36.6% |
| YTD | -46.6% | +155.5% | -202.0% | -47.7% |
| 1Y | -66.6% | +141.7% | -208.3% | -66.8% |
| All | -66.6% | +144.7% | -211.4% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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