-50.5%
RBLX vs S
-57.7%
+7.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | +8.0% | -1.2% | +9.3% | +8.6% |
| 30D | +20.2% | -12.6% | +32.7% | +26.3% |
| 3M | +3.5% | +27.6% | -24.0% | -8.8% |
| 6M | -28.9% | +35.5% | -64.4% | -40.3% |
| YTD | -45.1% | +29.6% | -74.7% | -53.3% |
| 1Y | -66.2% | +8.1% | -74.3% | -69.3% |
| 3Y | +53.5% | +14.8% | +38.7% | +15.6% |
| 5Y | -48.4% | -70.6% | +22.1% | -28.5% |
| All | -50.5% | -57.7% | +7.2% | -38.0% |
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