+59.4%
RBLX vs ROST
+98.0%
-38.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -1.0% | +0.7% |
| 7D | +5.1% | +0.2% | +4.8% | +5.0% |
| 30D | +28.0% | -6.9% | +34.9% | +30.5% |
| 3M | +4.6% | -3.3% | +7.9% | +5.7% |
| 6M | -24.7% | +9.0% | -33.7% | -27.3% |
| YTD | -43.8% | +28.9% | -72.7% | -49.0% |
| 1Y | -65.8% | +54.0% | -119.8% | -71.0% |
| 3Y | +59.4% | +100.7% | -41.4% | +18.5% |
| All | +59.4% | +98.0% | -38.6% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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