-28.2%
RBLX vs SLV
+82.5%
-110.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -2.4% |
| 7D | +1.2% | -5.8% | +7.1% | +2.8% |
| 30D | +5.0% | -12.1% | +17.1% | +8.5% |
| 3M | +31.5% | -24.1% | +55.6% | +40.1% |
| 6M | +18.9% | -44.4% | +63.3% | +35.1% |
| YTD | -38.4% | -31.5% | -6.9% | -34.2% |
| 1Y | -50.7% | -6.9% | -43.8% | -51.4% |
| 3Y | +28.8% | +116.0% | -87.2% | -4.2% |
| 5Y | -53.6% | +88.4% | -142.0% | -65.3% |
| All | -28.2% | +82.5% | -110.7% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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