-48.9%
RBLX vs SE
-67.4%
+18.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.2% |
| 7D | +8.1% | -4.8% | +12.9% | +10.5% |
| 30D | +23.9% | -18.1% | +42.0% | +34.8% |
| 3M | +8.1% | +30.6% | -22.5% | -5.6% |
| 6M | -23.7% | +20.8% | -44.5% | -32.1% |
| YTD | -44.6% | -15.6% | -29.0% | -42.8% |
| 1Y | -66.2% | -44.2% | -22.0% | -58.2% |
| 3Y | +54.7% | +181.5% | -126.8% | -24.1% |
| 5Y | -48.9% | -66.9% | +18.0% | -31.4% |
| All | -48.9% | -67.4% | +18.5% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 5y: compounded portfolio wealth divided by compounded SE 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…
5y analysis · Full analysis span regression · 6 months rolling