-35.9%
RBLX vs SRE
+63.5%
-99.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.5% |
| 7D | +8.0% | +1.5% | +6.6% | +7.7% |
| 30D | +20.2% | +0.8% | +19.3% | +19.7% |
| 3M | +3.5% | -5.8% | +9.3% | +4.7% |
| 6M | -28.9% | -7.8% | -21.1% | -27.9% |
| YTD | -45.1% | -2.4% | -42.7% | -45.1% |
| 1Y | -66.2% | +8.9% | -75.1% | -67.4% |
| 3Y | +53.5% | +31.1% | +22.4% | +36.3% |
| 5Y | -48.4% | +48.6% | -97.1% | -50.8% |
| All | -35.9% | +63.5% | -99.4% | -40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling