-53.4%
RBLX vs STM
+71.8%
-125.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -12.4% | +9.0% | -2.0% |
| 7D | -9.2% | -20.1% | +10.9% | -6.9% |
| 30D | +4.6% | -32.0% | +36.6% | +8.7% |
| 3M | +31.7% | -24.2% | +55.8% | +35.3% |
| 6M | +8.2% | -29.9% | +38.1% | +10.6% |
| YTD | -41.2% | +54.9% | -96.1% | -51.1% |
| 1Y | -53.4% | +68.0% | -121.4% | -61.6% |
| All | -53.4% | +71.8% | -125.2% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 1y: compounded portfolio wealth divided by compounded STM 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…
1y analysis · Full analysis span regression · 6 months rolling