-34.5%
RBLX vs SPG
+149.0%
-183.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | +5.1% | -1.2% | +6.2% | +5.8% |
| 30D | +28.0% | -6.1% | +34.2% | +32.8% |
| 3M | +4.6% | -3.6% | +8.3% | +6.6% |
| 6M | -24.7% | +10.4% | -35.1% | -29.6% |
| YTD | -43.8% | +14.4% | -58.2% | -48.9% |
| 1Y | -65.8% | +16.5% | -82.3% | -69.4% |
| 3Y | +59.4% | +106.8% | -47.4% | -8.3% |
| 5Y | -48.2% | +108.9% | -157.1% | -70.3% |
| All | -34.5% | +149.0% | -183.5% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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