-35.5%
RBLX vs RVTY
+1.4%
-36.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +4.5% |
| 7D | +10.2% | +0.4% | +9.8% | +9.9% |
| 30D | +18.6% | +10.8% | +7.8% | +13.1% |
| 3M | +6.0% | +26.8% | -20.8% | -5.3% |
| 6M | -29.5% | +39.3% | -68.8% | -40.1% |
| YTD | -44.7% | +31.6% | -76.3% | -52.0% |
| 1Y | -65.1% | +47.7% | -112.8% | -71.6% |
| 3Y | +54.5% | +19.9% | +34.6% | +26.7% |
| 5Y | -46.3% | -32.3% | -14.0% | -31.6% |
| All | -35.5% | +1.4% | -36.9% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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