-34.5%
RBLX vs SIMO
+407.8%
-442.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.2% | -5.9% | -0.1% |
| 7D | +5.1% | +11.0% | -6.0% | +2.7% |
| 30D | +28.0% | +17.9% | +10.1% | +23.0% |
| 3M | +4.6% | +3.9% | +0.7% | +1.0% |
| 6M | -24.7% | +131.0% | -155.7% | -45.3% |
| YTD | -43.8% | +209.3% | -253.2% | -64.1% |
| 1Y | -65.8% | +223.8% | -289.5% | -78.7% |
| 3Y | +59.4% | +479.2% | -419.9% | -23.4% |
| 5Y | -48.2% | +316.0% | -364.2% | -72.4% |
| All | -34.5% | +407.8% | -442.3% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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