-66.6%
RBLX vs SM
+36.8%
-103.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.1% | +7.4% | +4.0% |
| 7D | +12.4% | -0.5% | +12.9% | +12.3% |
| 30D | +19.7% | +25.6% | -5.9% | +22.9% |
| 3M | -0.1% | +8.0% | -8.1% | +2.9% |
| 6M | -35.7% | +50.8% | -86.5% | -33.8% |
| YTD | -46.6% | +97.9% | -144.4% | -44.4% |
| 1Y | -66.6% | +33.8% | -100.4% | -68.1% |
| All | -66.6% | +36.8% | -103.4% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling