-35.5%
RBLX vs SPOT
+87.0%
-122.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +5.1% |
| 7D | +10.2% | -2.9% | +13.1% | +12.0% |
| 30D | +18.6% | +8.3% | +10.3% | +11.7% |
| 3M | +6.0% | +5.1% | +0.9% | +2.4% |
| 6M | -29.5% | -6.5% | -23.0% | -27.8% |
| YTD | -44.7% | -9.0% | -35.7% | -43.5% |
| 1Y | -65.1% | -26.4% | -38.7% | -59.0% |
| 3Y | +54.5% | +240.0% | -185.5% | -49.7% |
| 5Y | -46.3% | +111.7% | -158.1% | -79.0% |
| All | -35.5% | +87.0% | -122.5% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling