-28.2%
RBLX vs SIMO
+203.4%
-231.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.6% | +2.7% | -1.9% |
| 7D | +1.2% | +4.1% | -2.9% | +0.5% |
| 30D | +5.0% | -24.0% | +29.0% | +9.5% |
| 3M | +31.5% | -31.8% | +63.3% | +37.4% |
| 6M | +18.9% | -36.9% | +55.8% | +22.3% |
| YTD | -38.4% | +84.8% | -123.2% | -57.5% |
| 1Y | -50.7% | +99.0% | -149.7% | -66.9% |
| 3Y | +28.8% | +217.9% | -189.1% | -31.0% |
| 5Y | -53.6% | +171.5% | -225.1% | -74.4% |
| All | -28.2% | +203.4% | -231.6% | -62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling