+55.9%
RBLX vs SPGI
+16.0%
+40.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.6% |
| 7D | +8.0% | -3.1% | +11.1% | +9.5% |
| 30D | +20.2% | +2.0% | +18.1% | +18.3% |
| 3M | +3.5% | +4.3% | -0.8% | +0.2% |
| 6M | -28.9% | -0.2% | -28.7% | -29.6% |
| YTD | -45.1% | -14.8% | -30.3% | -41.5% |
| 1Y | -66.2% | -18.5% | -47.7% | -62.9% |
| All | +55.9% | +16.0% | +40.0% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling