-44.5%
RBLX vs S
-51.7%
+7.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | +1.2% | +2.0% | -0.7% | +0.3% |
| 30D | +5.0% | -2.7% | +7.7% | +5.8% |
| 3M | +31.5% | -6.9% | +38.4% | +33.6% |
| 6M | +18.9% | +38.1% | -19.1% | +0.1% |
| YTD | -38.4% | +48.0% | -86.4% | -50.9% |
| 1Y | -50.7% | +34.5% | -85.2% | -59.4% |
| 3Y | +28.8% | +38.3% | -9.5% | -11.2% |
| 5Y | -53.6% | -70.9% | +17.3% | -37.1% |
| All | -44.5% | -51.7% | +7.2% | -34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling