-35.5%
RBLX vs STLA
-57.4%
+21.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.1% | +6.5% | +4.4% |
| 7D | +10.2% | +0.7% | +9.5% | +9.9% |
| 30D | +18.6% | -2.4% | +21.0% | +19.2% |
| 3M | +6.0% | -23.9% | +29.8% | +14.5% |
| 6M | -29.5% | -24.6% | -4.8% | -23.9% |
| YTD | -44.7% | -50.5% | +5.8% | -33.5% |
| 1Y | -65.1% | -39.8% | -25.3% | -61.6% |
| 3Y | +54.5% | -65.6% | +120.1% | +99.4% |
| 5Y | -46.3% | -62.1% | +15.8% | -42.6% |
| All | -35.5% | -57.4% | +21.9% | -30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling