-34.5%
RBLX vs SCHG
+124.2%
-158.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.1% |
| 7D | +5.1% | -1.0% | +6.1% | +6.7% |
| 30D | +28.0% | -1.3% | +29.3% | +30.3% |
| 3M | +4.6% | +5.4% | -0.8% | -3.6% |
| 6M | -24.7% | +14.4% | -39.1% | -38.9% |
| YTD | -43.8% | +8.0% | -51.9% | -49.9% |
| 1Y | -65.8% | +12.7% | -78.5% | -71.5% |
| 3Y | +59.4% | +85.6% | -26.2% | -45.3% |
| 5Y | -48.2% | +85.5% | -133.7% | -79.9% |
| All | -34.5% | +124.2% | -158.7% | -84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling