+55.9%
RBLX vs STRL
+526.3%
-470.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | +8.0% | +8.2% | -0.2% | +7.0% |
| 30D | +20.2% | -6.3% | +26.5% | +20.9% |
| 3M | +3.5% | -41.2% | +44.7% | +9.5% |
| 6M | -28.9% | +20.4% | -49.3% | -38.2% |
| YTD | -45.1% | +61.7% | -106.7% | -56.0% |
| 1Y | -66.2% | +72.7% | -138.9% | -73.7% |
| All | +55.9% | +526.3% | -470.4% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling