-48.4%
RBLX vs SO
+57.7%
-106.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.6% |
| 7D | +8.0% | 0.0% | +8.0% | +8.0% |
| 30D | +20.2% | -2.5% | +22.6% | +20.3% |
| 3M | +3.5% | -4.2% | +7.7% | +3.6% |
| 6M | -28.9% | -7.7% | -21.3% | -28.6% |
| YTD | -45.1% | +3.8% | -48.9% | -45.6% |
| 1Y | -66.2% | +0.1% | -66.3% | -66.4% |
| 3Y | +53.5% | +44.2% | +9.3% | +37.3% |
| 5Y | -48.4% | +57.9% | -106.3% | -54.5% |
| All | -48.4% | +57.7% | -106.1% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling