-37.7%
RBLX vs SO
+81.7%
-119.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.1% | +4.4% |
| 7D | +12.4% | -0.2% | +12.6% | +12.4% |
| 30D | +19.7% | -4.6% | +24.3% | +19.8% |
| 3M | -0.1% | -3.0% | +2.9% | -0.2% |
| 6M | -35.7% | -8.3% | -27.5% | -35.6% |
| YTD | -46.6% | +3.5% | -50.1% | -47.0% |
| 1Y | -66.6% | -0.9% | -65.7% | -66.7% |
| 3Y | +52.3% | +45.4% | +6.9% | +39.3% |
| 5Y | -47.7% | +59.6% | -107.4% | -52.2% |
| All | -37.7% | +81.7% | -119.4% | -44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling