-35.4%
RBLX vs RSG
+150.6%
-186.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +8.1% | -1.8% | +9.9% | +8.6% |
| 30D | +23.9% | +2.8% | +21.1% | +22.9% |
| 3M | +8.1% | +4.3% | +3.8% | +6.5% |
| 6M | -23.7% | -0.5% | -23.2% | -23.9% |
| YTD | -44.6% | +5.2% | -49.8% | -45.6% |
| 1Y | -66.2% | -2.1% | -64.1% | -66.1% |
| 3Y | +54.7% | +56.5% | -1.8% | +29.7% |
| 5Y | -48.9% | +89.5% | -138.4% | -57.5% |
| All | -35.4% | +150.6% | -186.0% | -28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling