-35.5%
RBLX vs SPG
+154.8%
-190.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +2.8% |
| 7D | +10.2% | 0.0% | +10.2% | +10.2% |
| 30D | +18.6% | -4.9% | +23.6% | +22.1% |
| 3M | +6.0% | +3.3% | +2.6% | +3.6% |
| 6M | -29.5% | +11.2% | -40.7% | -34.4% |
| YTD | -44.7% | +17.1% | -61.7% | -50.4% |
| 1Y | -65.1% | +21.6% | -86.7% | -69.6% |
| 3Y | +54.5% | +111.9% | -57.4% | -12.4% |
| 5Y | -46.3% | +106.9% | -153.3% | -69.6% |
| All | -35.5% | +154.8% | -190.3% | -66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling