-34.5%
RBLX vs STM
+52.3%
-86.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.8% |
| 7D | +5.1% | -1.4% | +6.5% | +5.6% |
| 30D | +28.0% | -4.9% | +33.0% | +30.2% |
| 3M | +4.6% | -34.0% | +38.6% | +20.5% |
| 6M | -24.7% | +51.8% | -76.5% | -43.0% |
| YTD | -43.8% | +99.4% | -143.2% | -63.2% |
| 1Y | -65.8% | +99.1% | -164.8% | -78.0% |
| 3Y | +59.4% | +19.5% | +39.9% | +26.1% |
| 5Y | -48.2% | +19.5% | -67.7% | -61.1% |
| All | -34.5% | +52.3% | -86.9% | -61.7% |
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