-66.6%
RBLX vs S
+10.1%
-76.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.2% |
| 7D | +12.4% | -7.7% | +20.1% | +14.3% |
| 30D | +19.7% | -5.3% | +25.0% | +20.6% |
| 3M | -0.1% | +20.3% | -20.4% | -5.6% |
| 6M | -35.7% | +47.4% | -83.1% | -41.6% |
| YTD | -46.6% | +32.5% | -79.1% | -51.6% |
| 1Y | -66.6% | +9.5% | -76.2% | -69.4% |
| All | -66.6% | +10.1% | -76.8% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling