-35.5%
RBLX vs ROST
+94.6%
-130.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | +10.2% | +0.2% | +10.0% | +10.0% |
| 30D | +18.6% | -10.0% | +28.6% | +25.7% |
| 3M | +6.0% | +1.2% | +4.7% | +4.3% |
| 6M | -29.5% | +8.9% | -38.4% | -34.3% |
| YTD | -44.7% | +28.1% | -72.8% | -53.7% |
| 1Y | -65.1% | +53.0% | -118.1% | -74.2% |
| 3Y | +54.5% | +97.9% | -43.4% | -8.1% |
| 5Y | -46.3% | +112.0% | -158.3% | -72.6% |
| All | -35.5% | +94.6% | -130.1% | -68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling