-37.7%
RBLX vs SLB
+120.8%
-158.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.2% | +4.3% |
| 7D | +12.4% | +0.8% | +11.6% | +12.3% |
| 30D | +19.7% | +15.8% | +3.8% | +17.8% |
| 3M | -0.1% | -0.3% | +0.3% | 0.0% |
| 6M | -35.7% | +21.3% | -57.1% | -37.5% |
| YTD | -46.6% | +52.3% | -98.9% | -49.8% |
| 1Y | -66.6% | +63.6% | -130.2% | -69.0% |
| 3Y | +52.3% | +3.8% | +48.5% | +47.8% |
| 5Y | -47.7% | +128.6% | -176.4% | -51.3% |
| All | -37.7% | +120.8% | -158.4% | -37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling