-35.9%
RBLX vs SPXU
-91.4%
+55.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | +0.1% |
| 7D | +8.0% | +1.3% | +6.8% | +8.8% |
| 30D | +20.2% | +5.1% | +15.0% | +23.8% |
| 3M | +3.5% | -9.1% | +12.7% | -0.8% |
| 6M | -28.9% | -29.6% | +0.6% | -40.4% |
| YTD | -45.1% | -27.7% | -17.4% | -52.5% |
| 1Y | -66.2% | -37.0% | -29.3% | -72.6% |
| 3Y | +53.5% | -80.2% | +133.6% | -29.3% |
| 5Y | -48.4% | -86.0% | +37.6% | -71.8% |
| All | -35.9% | -91.4% | +55.4% | -78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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