-35.4%
RBLX vs SCHW
+79.8%
-115.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | +8.1% | -2.8% | +10.9% | +9.4% |
| 30D | +23.9% | -0.1% | +24.0% | +23.8% |
| 3M | +8.1% | +20.6% | -12.4% | -1.0% |
| 6M | -23.7% | +15.9% | -39.7% | -29.2% |
| YTD | -44.6% | +8.5% | -53.1% | -46.9% |
| 1Y | -66.2% | +17.8% | -84.1% | -68.8% |
| 3Y | +54.7% | +88.5% | -33.8% | +15.4% |
| 5Y | -48.9% | +60.6% | -109.6% | -58.5% |
| All | -35.4% | +79.8% | -115.2% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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