-46.2%
RBLX vs SITM
+187.3%
-233.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.5% | -4.2% | +0.1% |
| 7D | +5.1% | +3.9% | +1.2% | +4.1% |
| 30D | +28.0% | -6.6% | +34.6% | +29.4% |
| 3M | +4.6% | -11.9% | +16.5% | +4.9% |
| 6M | -24.7% | +81.1% | -105.8% | -39.5% |
| YTD | -43.8% | +80.0% | -123.8% | -55.7% |
| 1Y | -65.8% | +145.8% | -211.6% | -76.0% |
| 3Y | +59.4% | +475.9% | -416.5% | -28.3% |
| All | -46.2% | +187.3% | -233.5% | -74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling