-35.9%
RBLX vs RUN
-85.7%
+49.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +0.2% |
| 7D | +8.0% | -1.8% | +9.8% | +8.4% |
| 30D | +20.2% | -10.8% | +31.0% | +22.6% |
| 3M | +3.5% | -30.2% | +33.7% | +10.0% |
| 6M | -28.9% | -22.3% | -6.6% | -27.1% |
| YTD | -45.1% | -52.2% | +7.1% | -39.4% |
| 1Y | -66.2% | -45.1% | -21.1% | -64.3% |
| 3Y | +53.5% | -37.1% | +90.6% | +13.7% |
| 5Y | -48.4% | -80.3% | +31.8% | -51.6% |
| All | -35.9% | -85.7% | +49.7% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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