-48.9%
RBLX vs S
-70.4%
+21.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | -0.1% |
| 7D | +8.1% | +0.1% | +8.1% | +8.0% |
| 30D | +23.9% | -11.8% | +35.7% | +30.0% |
| 3M | +8.1% | +33.9% | -25.8% | -7.4% |
| 6M | -23.7% | +40.1% | -63.8% | -37.3% |
| YTD | -44.6% | +32.1% | -76.7% | -53.6% |
| 1Y | -66.2% | +11.0% | -77.3% | -69.8% |
| 3Y | +54.7% | +16.9% | +37.8% | +13.3% |
| 5Y | -48.9% | -68.9% | +20.0% | -19.7% |
| All | -48.9% | -70.4% | +21.5% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling