-48.9%
RBLX vs SPG
+103.4%
-152.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +8.1% | -2.2% | +10.3% | +9.7% |
| 30D | +23.9% | -5.8% | +29.7% | +28.8% |
| 3M | +8.1% | -2.8% | +10.9% | +9.7% |
| 6M | -23.7% | +8.9% | -32.6% | -28.8% |
| YTD | -44.6% | +14.3% | -58.9% | -50.3% |
| 1Y | -66.2% | +19.5% | -85.7% | -70.8% |
| 3Y | +54.7% | +106.9% | -52.1% | -20.0% |
| 5Y | -48.9% | +108.7% | -157.7% | -75.9% |
| All | -48.9% | +103.4% | -152.3% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling