-66.6%
RBLX vs SCHG
+16.6%
-83.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +5.5% |
| 7D | +12.4% | -0.7% | +13.1% | +13.4% |
| 30D | +19.7% | +0.2% | +19.4% | +19.2% |
| 3M | -0.1% | +2.2% | -2.3% | -3.6% |
| 6M | -35.7% | +15.0% | -50.8% | -47.7% |
| YTD | -46.6% | +9.2% | -55.7% | -53.6% |
| 1Y | -66.6% | +15.7% | -82.4% | -72.9% |
| All | -66.6% | +16.6% | -83.3% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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