-65.8%
RBLX vs SITM
+155.7%
-221.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.5% | -4.2% | +1.1% |
| 7D | +5.1% | +3.9% | +1.2% | +4.8% |
| 30D | +28.0% | -6.6% | +34.6% | +28.3% |
| 3M | +4.6% | -11.9% | +16.5% | +5.1% |
| 6M | -24.7% | +81.1% | -105.8% | -29.7% |
| YTD | -43.8% | +80.0% | -123.8% | -47.7% |
| 1Y | -65.8% | +145.8% | -211.6% | -68.3% |
| All | -65.8% | +155.7% | -221.5% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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