-34.5%
RBLX vs SPYG
+127.5%
-162.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.2% |
| 7D | +5.1% | -0.9% | +5.9% | +6.4% |
| 30D | +28.0% | -1.5% | +29.5% | +30.8% |
| 3M | +4.6% | +3.7% | +0.9% | -1.8% |
| 6M | -24.7% | +16.4% | -41.1% | -41.1% |
| YTD | -43.8% | +13.3% | -57.2% | -54.0% |
| 1Y | -65.8% | +17.9% | -83.6% | -73.6% |
| 3Y | +59.4% | +98.3% | -39.0% | -51.4% |
| 5Y | -48.2% | +86.4% | -134.7% | -80.1% |
| All | -34.5% | +127.5% | -162.0% | -85.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling