-37.7%
RBLX vs STM
+54.5%
-92.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.5% | +3.6% |
| 7D | +12.4% | +5.8% | +6.6% | +10.0% |
| 30D | +19.7% | -1.0% | +20.7% | +19.8% |
| 3M | -0.1% | -33.3% | +33.2% | +14.2% |
| 6M | -35.7% | +57.4% | -93.1% | -52.3% |
| YTD | -46.6% | +102.2% | -148.7% | -65.2% |
| 1Y | -66.6% | +99.6% | -166.2% | -78.5% |
| 3Y | +52.3% | +14.5% | +37.8% | +25.3% |
| 5Y | -47.7% | +21.4% | -69.1% | -61.0% |
| All | -37.7% | +54.5% | -92.2% | -63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling