+57.2%
RBLX vs SM
-0.7%
+57.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | +8.1% | +2.1% | +6.0% | +7.9% |
| 30D | +23.9% | +18.1% | +5.8% | +22.3% |
| 3M | +8.1% | +17.0% | -8.8% | +6.7% |
| 6M | -23.7% | +55.4% | -79.1% | -28.1% |
| YTD | -44.6% | +108.6% | -153.2% | -50.4% |
| 1Y | -66.2% | +45.7% | -111.9% | -68.0% |
| All | +57.2% | -0.7% | +57.9% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling