+59.4%
RBLX vs RSG
+57.7%
+1.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +5.1% | 0.0% | +5.0% | +5.1% |
| 30D | +28.0% | +4.0% | +24.1% | +27.2% |
| 3M | +4.6% | +7.4% | -2.8% | +3.3% |
| 6M | -24.7% | +0.1% | -24.8% | -24.8% |
| YTD | -43.8% | +6.0% | -49.9% | -44.2% |
| 1Y | -65.8% | -3.0% | -62.8% | -65.6% |
| 3Y | +59.4% | +56.5% | +2.9% | +79.4% |
| All | +59.4% | +57.7% | +1.7% | +79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling