-48.9%
RBLX vs SPY
+79.8%
-128.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.8% |
| 7D | +8.1% | -2.0% | +10.1% | +11.8% |
| 30D | +23.9% | -1.7% | +25.6% | +27.4% |
| 3M | +8.1% | +4.7% | +3.4% | -0.4% |
| 6M | -23.7% | +12.5% | -36.2% | -38.2% |
| YTD | -44.6% | +11.7% | -56.3% | -54.3% |
| 1Y | -66.2% | +17.5% | -83.7% | -74.5% |
| 3Y | +54.7% | +76.6% | -21.9% | -48.5% |
| 5Y | -48.9% | +82.0% | -131.0% | -82.0% |
| All | -48.9% | +79.8% | -128.7% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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