-26.0%
RBLX vs ROIV
+302.1%
-328.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.4% | +2.2% | -1.1% |
| 7D | +7.9% | +9.2% | -1.3% | +5.5% |
| 30D | +3.9% | +19.9% | -16.1% | -0.7% |
| 3M | +44.7% | +10.6% | +34.1% | +40.2% |
| 6M | +23.8% | +36.1% | -12.3% | +13.4% |
| YTD | -36.5% | +84.3% | -120.8% | -45.9% |
| 1Y | -50.7% | +87.6% | -138.3% | -58.3% |
| 3Y | +33.8% | +353.9% | -320.1% | -9.8% |
| 5Y | -52.2% | +376.1% | -428.3% | -73.4% |
| All | -26.0% | +302.1% | -328.1% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling