+28.8%
RBLX vs STRL
+341.0%
-312.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.1% | -2.6% |
| 7D | +1.2% | +15.7% | -14.4% | -0.4% |
| 30D | +5.0% | -35.5% | +40.4% | +9.3% |
| 3M | +31.5% | -47.1% | +78.7% | +39.5% |
| 6M | +18.9% | -65.8% | +84.7% | +31.3% |
| YTD | -38.4% | -4.5% | -33.9% | -48.3% |
| 1Y | -50.7% | -10.5% | -40.2% | -58.1% |
| 3Y | +28.8% | +340.6% | -311.8% | -36.3% |
| All | +28.8% | +341.0% | -312.2% | -36.3% |
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 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