-35.4%
RBLX vs SLV
+137.8%
-173.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.3% | +6.1% | +2.0% |
| 7D | +8.1% | -5.0% | +13.2% | +9.3% |
| 30D | +23.9% | -1.8% | +25.7% | +24.2% |
| 3M | +8.1% | -0.3% | +8.4% | +7.8% |
| 6M | -23.7% | -28.2% | +4.5% | -18.8% |
| YTD | -44.6% | -10.7% | -33.9% | -44.4% |
| 1Y | -66.2% | +53.7% | -119.9% | -70.7% |
| 3Y | +54.7% | +173.7% | -119.0% | +9.0% |
| 5Y | -48.9% | +161.5% | -210.4% | -65.0% |
| All | -35.4% | +137.8% | -173.2% | -51.9% |
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