-35.4%
RBLX vs RRX
+24.0%
-59.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.5% |
| 7D | +8.1% | -3.7% | +11.9% | +9.6% |
| 30D | +23.9% | -9.3% | +33.2% | +28.2% |
| 3M | +8.1% | -21.8% | +29.9% | +15.8% |
| 6M | -23.7% | -22.0% | -1.7% | -20.5% |
| YTD | -44.6% | +11.9% | -56.6% | -51.9% |
| 1Y | -66.2% | +11.6% | -77.8% | -70.8% |
| 3Y | +54.7% | +2.2% | +52.5% | +28.6% |
| 5Y | -48.9% | +14.9% | -63.8% | -60.9% |
| All | -35.4% | +24.0% | -59.4% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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