-34.5%
RBLX vs SM
+162.7%
-197.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +5.1% | +4.6% | +0.5% | +4.3% |
| 30D | +28.0% | +18.2% | +9.8% | +24.6% |
| 3M | +4.6% | +22.5% | -17.9% | +0.3% |
| 6M | -24.7% | +50.6% | -75.2% | -31.1% |
| YTD | -43.8% | +108.1% | -152.0% | -52.0% |
| 1Y | -65.8% | +46.0% | -111.8% | -68.9% |
| 3Y | +59.4% | +2.9% | +56.5% | +48.9% |
| 5Y | -48.2% | +112.6% | -160.8% | -58.5% |
| All | -34.5% | +162.7% | -197.2% | -51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling