-11.4%
RBLX vs SMR
+7.6%
-18.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.3% |
| 7D | +8.0% | +13.1% | -5.0% | +6.4% |
| 30D | +20.2% | +17.8% | +2.4% | +17.6% |
| 3M | +3.5% | +8.1% | -4.6% | +1.9% |
| 6M | -28.9% | -11.1% | -17.8% | -29.4% |
| YTD | -45.1% | -23.7% | -21.3% | -44.7% |
| 1Y | -66.2% | -69.4% | +3.2% | -63.3% |
| 3Y | +53.5% | +82.6% | -29.1% | +30.7% |
| All | -11.4% | +7.6% | -18.9% | -21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling