-28.2%
RBLX vs STRL
+1,250.5%
-1,278.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.1% | -2.4% |
| 7D | +1.2% | +15.7% | -14.4% | -1.3% |
| 30D | +5.0% | -35.5% | +40.4% | +11.9% |
| 3M | +31.5% | -47.1% | +78.7% | +44.1% |
| 6M | +18.9% | -65.8% | +84.7% | +37.9% |
| YTD | -38.4% | -4.5% | -33.9% | -48.8% |
| 1Y | -50.7% | -10.5% | -40.2% | -58.5% |
| 3Y | +28.8% | +340.6% | -311.8% | -40.9% |
| 5Y | -53.6% | +911.0% | -964.6% | -86.8% |
| All | -28.2% | +1,250.5% | -1,278.7% | -79.3% |
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