-34.5%
RBLX vs SPOT
+86.0%
-120.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.9% |
| 7D | +5.1% | -3.1% | +8.1% | +7.1% |
| 30D | +28.0% | +7.4% | +20.6% | +21.5% |
| 3M | +4.6% | +8.2% | -3.6% | -0.5% |
| 6M | -24.7% | +2.2% | -26.9% | -27.2% |
| YTD | -43.8% | -9.5% | -34.4% | -42.5% |
| 1Y | -65.8% | -23.8% | -41.9% | -60.7% |
| 3Y | +59.4% | +233.5% | -174.1% | -47.3% |
| 5Y | -48.2% | +112.2% | -160.4% | -79.7% |
| All | -34.5% | +86.0% | -120.5% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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