+57.0%
RBLX vs STM
+19.5%
+37.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.6% |
| 7D | +10.2% | +5.2% | +5.0% | +9.2% |
| 30D | +18.6% | -7.4% | +26.0% | +20.2% |
| 3M | +6.0% | -30.6% | +36.6% | +12.3% |
| 6M | -29.5% | +66.4% | -95.8% | -39.7% |
| YTD | -44.7% | +101.1% | -145.8% | -54.8% |
| 1Y | -65.1% | +97.4% | -162.5% | -71.6% |
| All | +57.0% | +19.5% | +37.5% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling