-35.4%
RBLX vs SPGI
+32.3%
-67.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +2.3% |
| 7D | +8.1% | -8.9% | +17.0% | +16.1% |
| 30D | +23.9% | +0.6% | +23.3% | +22.3% |
| 3M | +8.1% | +2.0% | +6.2% | +4.7% |
| 6M | -23.7% | +0.1% | -23.8% | -24.9% |
| YTD | -44.6% | -16.4% | -28.2% | -37.5% |
| 1Y | -66.2% | -18.9% | -47.3% | -61.4% |
| 3Y | +54.7% | +13.8% | +41.0% | +21.4% |
| 5Y | -48.9% | +0.5% | -49.4% | -57.8% |
| All | -35.4% | +32.3% | -67.7% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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