-46.2%
RBLX vs SM
+108.4%
-154.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +5.1% | +4.6% | +0.5% | +4.4% |
| 30D | +28.0% | +18.2% | +9.8% | +24.7% |
| 3M | +4.6% | +22.5% | -17.9% | +0.4% |
| 6M | -24.7% | +50.6% | -75.2% | -31.0% |
| YTD | -43.8% | +108.1% | -152.0% | -52.0% |
| 1Y | -65.8% | +46.0% | -111.8% | -68.8% |
| 3Y | +59.4% | +2.9% | +56.5% | +48.9% |
| All | -46.2% | +108.4% | -154.6% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling