+59.4%
RBLX vs RNG
+119.8%
-60.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +5.1% | -6.1% | +11.1% | +5.9% |
| 30D | +28.0% | +9.6% | +18.4% | +26.3% |
| 3M | +4.6% | +83.3% | -78.7% | -4.1% |
| 6M | -24.7% | +77.9% | -102.6% | -31.4% |
| YTD | -43.8% | +139.9% | -183.8% | -52.3% |
| 1Y | -65.8% | +121.7% | -187.4% | -70.5% |
| 3Y | +59.4% | +121.9% | -62.5% | +28.9% |
| All | +59.4% | +119.8% | -60.4% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling