-35.4%
RBLX vs STRL
+2,139.5%
-2,175.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.2% |
| 7D | +8.1% | +5.4% | +2.7% | +7.1% |
| 30D | +23.9% | -9.0% | +32.9% | +25.7% |
| 3M | +8.1% | -37.1% | +45.2% | +15.3% |
| 6M | -23.7% | +17.8% | -41.5% | -35.2% |
| YTD | -44.6% | +58.3% | -102.9% | -57.1% |
| 1Y | -66.2% | +61.0% | -127.2% | -74.4% |
| 3Y | +54.7% | +517.8% | -463.1% | -30.5% |
| 5Y | -48.9% | +2,119.0% | -2,168.0% | -86.3% |
| All | -35.4% | +2,139.5% | -2,175.0% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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