-35.4%
RBLX vs SPYG
+125.7%
-161.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +2.1% |
| 7D | +8.1% | -1.8% | +9.9% | +11.0% |
| 30D | +23.9% | -1.9% | +25.8% | +27.3% |
| 3M | +8.1% | +5.2% | +3.0% | -0.5% |
| 6M | -23.7% | +15.6% | -39.3% | -39.7% |
| YTD | -44.6% | +12.4% | -57.0% | -54.0% |
| 1Y | -66.2% | +17.5% | -83.7% | -73.9% |
| 3Y | +54.7% | +98.1% | -43.4% | -52.9% |
| 5Y | -48.9% | +84.9% | -133.8% | -80.1% |
| All | -35.4% | +125.7% | -161.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling