-48.4%
RBLX vs SPGI
+1.6%
-50.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +1.5% |
| 7D | +8.0% | -3.1% | +11.1% | +10.5% |
| 30D | +20.2% | +2.0% | +18.1% | +17.2% |
| 3M | +3.5% | +4.3% | -0.8% | -2.0% |
| 6M | -28.9% | -0.2% | -28.7% | -29.8% |
| YTD | -45.1% | -14.8% | -30.3% | -38.5% |
| 1Y | -66.2% | -18.5% | -47.7% | -61.1% |
| 3Y | +53.5% | +16.0% | +37.5% | +14.2% |
| 5Y | -48.4% | +2.2% | -50.6% | -56.0% |
| All | -48.4% | +1.6% | -50.1% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling