-35.4%
RBLX vs SIRI
-41.7%
+6.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | +8.1% | -3.0% | +11.1% | +8.5% |
| 30D | +23.9% | +1.3% | +22.6% | +23.6% |
| 3M | +8.1% | +5.6% | +2.5% | +7.8% |
| 6M | -23.7% | +35.2% | -58.9% | -26.2% |
| YTD | -44.6% | +49.1% | -93.7% | -47.2% |
| 1Y | -66.2% | +26.8% | -93.0% | -67.2% |
| 3Y | +54.7% | -23.7% | +78.4% | +57.9% |
| 5Y | -48.9% | -41.8% | -7.1% | -40.4% |
| All | -35.4% | -41.7% | +6.3% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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