-37.7%
RBLX vs SM
+151.2%
-188.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.9% | +4.7% |
| 7D | +12.4% | +0.1% | +12.3% | +12.4% |
| 30D | +19.7% | +26.3% | -6.6% | +15.1% |
| 3M | -0.1% | +8.7% | -8.8% | -2.4% |
| 6M | -35.7% | +51.7% | -87.4% | -41.4% |
| YTD | -46.6% | +99.0% | -145.6% | -54.0% |
| 1Y | -66.6% | +34.6% | -101.2% | -69.2% |
| 3Y | +52.3% | -7.8% | +60.0% | +45.2% |
| 5Y | -47.7% | +104.8% | -152.5% | -57.8% |
| All | -37.7% | +151.2% | -188.9% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling