-52.6%
RBLX vs SMR
-87.0%
+34.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -4.5% | +13.0% | +9.3% |
| 7D | -7.5% | -9.5% | +2.1% | -5.7% |
| 30D | +10.6% | -33.2% | +43.8% | +18.5% |
| 3M | +33.3% | -45.9% | +79.2% | +46.7% |
| 6M | +3.7% | -57.9% | +61.5% | +17.1% |
| YTD | -39.1% | -63.8% | +24.7% | -29.8% |
| 1Y | -52.6% | -85.6% | +33.0% | -38.7% |
| All | -52.6% | -87.0% | +34.4% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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