-26.3%
RBLX vs STM
+32.4%
-58.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +12.6% | -7.9% | +20.5% | +15.6% |
| 30D | +6.4% | -14.1% | +20.6% | +12.2% |
| 3M | +38.2% | -17.6% | +55.8% | +46.4% |
| 6M | +22.1% | -24.2% | +46.4% | +27.4% |
| YTD | -36.8% | +73.3% | -110.1% | -56.9% |
| 1Y | -51.4% | +90.1% | -141.5% | -68.5% |
| 3Y | +33.2% | +10.3% | +22.9% | +5.2% |
| 5Y | -46.3% | -5.7% | -40.5% | -55.7% |
| All | -26.3% | +32.4% | -58.8% | -55.2% |
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