-50.7%
RBLX vs SIMO
+90.9%
-141.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.6% | +2.7% | -3.0% |
| 7D | +1.2% | +4.1% | -2.9% | +1.3% |
| 30D | +5.0% | -24.0% | +29.0% | +4.3% |
| 3M | +31.5% | -31.8% | +63.3% | +29.8% |
| 6M | +18.9% | -36.9% | +55.8% | +18.2% |
| YTD | -38.4% | +84.8% | -123.2% | -42.2% |
| 1Y | -50.7% | +99.0% | -149.7% | -55.6% |
| All | -50.7% | +90.9% | -141.6% | -55.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling