-35.4%
RBLX vs STLA
-58.3%
+22.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +8.1% | -3.8% | +11.9% | +9.4% |
| 30D | +23.9% | -3.1% | +27.0% | +24.9% |
| 3M | +8.1% | -19.6% | +27.8% | +14.9% |
| 6M | -23.7% | -23.5% | -0.2% | -18.1% |
| YTD | -44.6% | -51.5% | +6.9% | -33.0% |
| 1Y | -66.2% | -39.7% | -26.6% | -62.9% |
| 3Y | +54.7% | -66.3% | +121.0% | +101.0% |
| 5Y | -48.9% | -63.1% | +14.2% | -45.0% |
| All | -35.4% | -58.3% | +22.8% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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