-52.6%
RBLX vs SM
+70.4%
-123.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -15.3% | +23.8% | +6.3% |
| 7D | -7.5% | -21.5% | +14.0% | -10.0% |
| 30D | +10.6% | -11.4% | +22.0% | +8.7% |
| 3M | +33.3% | +0.6% | +32.6% | +33.5% |
| 6M | +3.7% | +0.2% | +3.4% | +4.9% |
| YTD | -39.1% | +69.7% | -108.8% | -39.7% |
| 1Y | -52.6% | +71.6% | -124.2% | -53.6% |
| All | -52.6% | +70.4% | -123.0% | -53.6% |
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