-34.5%
RBLX vs SHEL
+171.4%
-205.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +1.2% |
| 7D | +5.1% | +4.1% | +0.9% | +4.0% |
| 30D | +28.0% | +8.4% | +19.6% | +25.6% |
| 3M | +4.6% | +13.7% | -9.1% | +0.8% |
| 6M | -24.7% | +12.7% | -37.4% | -27.2% |
| YTD | -43.8% | +35.3% | -79.2% | -48.6% |
| 1Y | -65.8% | +39.4% | -105.1% | -68.9% |
| 3Y | +59.4% | +71.5% | -12.1% | +36.1% |
| 5Y | -48.2% | +195.0% | -243.2% | -57.4% |
| All | -34.5% | +171.4% | -205.9% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 10y: compounded portfolio wealth divided by compounded SHEL 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…
10y analysis · Full analysis span regression · 6 months rolling