-35.9%
RBLX vs SPYM
+111.5%
-147.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | +0.1% |
| 7D | +8.0% | -0.4% | +8.4% | +8.6% |
| 30D | +20.2% | -1.4% | +21.5% | +23.0% |
| 3M | +3.5% | +3.7% | -0.2% | -3.0% |
| 6M | -28.9% | +13.0% | -42.0% | -43.0% |
| YTD | -45.1% | +12.5% | -57.5% | -55.2% |
| 1Y | -66.2% | +18.6% | -84.8% | -75.0% |
| 3Y | +53.5% | +78.0% | -24.6% | -49.3% |
| 5Y | -48.4% | +82.3% | -130.7% | -82.1% |
| All | -35.9% | +111.5% | -147.4% | -86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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