-35.4%
RBLX vs RNG
-79.7%
+44.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | +8.1% | -9.6% | +17.7% | +12.1% |
| 30D | +23.9% | +8.8% | +15.1% | +19.5% |
| 3M | +8.1% | +78.6% | -70.5% | -16.3% |
| 6M | -23.7% | +70.3% | -94.0% | -42.0% |
| YTD | -44.6% | +140.3% | -185.0% | -66.0% |
| 1Y | -66.2% | +126.6% | -192.8% | -78.9% |
| 3Y | +54.7% | +120.2% | -65.5% | -14.3% |
| 5Y | -48.9% | -68.3% | +19.4% | -29.2% |
| All | -35.4% | -79.7% | +44.2% | +9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling