-46.2%
RBLX vs SRE
+45.6%
-91.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.6% |
| 7D | +5.1% | -0.8% | +5.9% | +5.3% |
| 30D | +28.0% | -3.0% | +31.0% | +28.8% |
| 3M | +4.6% | -8.3% | +12.9% | +6.7% |
| 6M | -24.7% | -8.9% | -15.7% | -23.2% |
| YTD | -43.8% | -4.3% | -39.6% | -43.6% |
| 1Y | -65.8% | +2.7% | -68.5% | -66.5% |
| 3Y | +59.4% | +28.7% | +30.7% | +39.6% |
| All | -46.2% | +45.6% | -91.8% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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