-10.6%
RBLX vs SMR
+1.6%
-12.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +1.4% |
| 7D | +8.1% | +4.7% | +3.4% | +7.4% |
| 30D | +23.9% | +3.2% | +20.7% | +23.2% |
| 3M | +8.1% | +9.9% | -1.8% | +6.3% |
| 6M | -23.7% | -15.1% | -8.6% | -23.8% |
| YTD | -44.6% | -27.9% | -16.7% | -43.9% |
| 1Y | -66.2% | -70.2% | +4.0% | -63.1% |
| 3Y | +54.7% | +72.5% | -17.8% | +32.6% |
| All | -10.6% | +1.6% | -12.2% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling