-28.2%
RBLX vs STM
+38.4%
-66.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.2% |
| 7D | +1.2% | +12.0% | -10.8% | -3.0% |
| 30D | +5.0% | -0.4% | +5.3% | +4.6% |
| 3M | +31.5% | -13.2% | +44.7% | +36.6% |
| 6M | +18.9% | -26.1% | +45.0% | +26.1% |
| YTD | -38.4% | +81.2% | -119.6% | -58.7% |
| 1Y | -50.7% | +98.3% | -149.0% | -68.5% |
| 3Y | +28.8% | +16.7% | +12.1% | -0.9% |
| 5Y | -53.6% | -4.8% | -48.8% | -61.7% |
| All | -28.2% | +38.4% | -66.6% | -57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling