-28.2%
RBLX vs RY
+169.8%
-198.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.8% | -2.8% |
| 7D | +1.2% | +0.6% | +0.7% | +0.8% |
| 30D | +5.0% | +5.0% | -0.1% | +1.1% |
| 3M | +31.5% | -5.3% | +36.8% | +38.1% |
| 6M | +18.9% | +13.8% | +5.1% | +6.4% |
| YTD | -38.4% | +21.0% | -59.4% | -47.7% |
| 1Y | -50.7% | +40.5% | -91.2% | -63.2% |
| 3Y | +28.8% | +159.7% | -130.9% | -47.4% |
| 5Y | -53.6% | +124.3% | -177.9% | -77.9% |
| All | -28.2% | +169.8% | -198.0% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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