-52.6%
RBLX vs SPYG
+10.8%
-63.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.3% | +7.2% | +7.0% |
| 7D | -7.5% | -2.8% | -4.7% | -4.0% |
| 30D | +10.6% | -6.2% | +16.8% | +19.0% |
| 3M | +33.3% | -3.6% | +36.9% | +39.6% |
| 6M | +3.7% | +4.8% | -1.1% | -1.5% |
| YTD | -39.1% | +11.0% | -50.1% | -46.6% |
| 1Y | -52.6% | +11.2% | -63.9% | -58.3% |
| All | -52.6% | +10.8% | -63.5% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling