-49.4%
RBLX vs S
-57.1%
+7.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +5.1% | -0.7% | +5.7% | +5.3% |
| 30D | +28.0% | -11.4% | +39.5% | +33.8% |
| 3M | +4.6% | +33.8% | -29.2% | -9.8% |
| 6M | -24.7% | +39.5% | -64.1% | -37.5% |
| YTD | -43.8% | +31.7% | -75.5% | -52.6% |
| 1Y | -65.8% | +7.0% | -72.8% | -68.7% |
| 3Y | +59.4% | +11.8% | +47.6% | +22.2% |
| 5Y | -48.2% | -69.0% | +20.8% | -29.1% |
| All | -49.4% | -57.1% | +7.6% | -37.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling