-34.5%
RBLX vs RSG
+152.5%
-187.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | +5.1% | 0.0% | +5.0% | +5.0% |
| 30D | +28.0% | +4.0% | +24.1% | +26.5% |
| 3M | +4.6% | +7.4% | -2.8% | +2.2% |
| 6M | -24.7% | +0.1% | -24.8% | -24.9% |
| YTD | -43.8% | +6.0% | -49.9% | -44.9% |
| 1Y | -65.8% | -3.0% | -62.8% | -65.6% |
| 3Y | +59.4% | +56.5% | +2.9% | +33.8% |
| 5Y | -48.2% | +90.9% | -139.2% | -57.0% |
| All | -34.5% | +152.5% | -187.0% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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