-34.5%
RBLX vs SO
+79.7%
-114.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.0% | +1.4% |
| 7D | +5.1% | -1.1% | +6.1% | +5.1% |
| 30D | +28.0% | -5.0% | +33.0% | +28.2% |
| 3M | +4.6% | -5.8% | +10.4% | +4.7% |
| 6M | -24.7% | -7.9% | -16.7% | -24.5% |
| YTD | -43.8% | +2.4% | -46.3% | -44.3% |
| 1Y | -65.8% | -2.3% | -63.5% | -65.9% |
| 3Y | +59.4% | +41.9% | +17.5% | +46.5% |
| 5Y | -48.2% | +58.1% | -106.3% | -52.6% |
| All | -34.5% | +79.7% | -114.3% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling