-35.4%
RBLX vs SLB
+115.0%
-150.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.0% |
| 7D | +8.1% | -2.4% | +10.6% | +8.4% |
| 30D | +23.9% | +4.9% | +19.0% | +23.3% |
| 3M | +8.1% | +1.4% | +6.7% | +7.9% |
| 6M | -23.7% | +17.6% | -41.4% | -25.6% |
| YTD | -44.6% | +48.3% | -92.9% | -47.8% |
| 1Y | -66.2% | +58.7% | -124.9% | -68.6% |
| 3Y | +54.7% | +0.6% | +54.2% | +50.7% |
| 5Y | -48.9% | +133.6% | -182.5% | -52.4% |
| All | -35.4% | +115.0% | -150.4% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 10y: compounded portfolio wealth divided by compounded SLB 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…
10y analysis · Full analysis span regression · 6 months rolling