-37.7%
RBLX vs STRL
+2,147.1%
-2,184.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.8% | -1.4% | +3.3% |
| 7D | +12.4% | +3.4% | +9.0% | +11.7% |
| 30D | +19.7% | -9.2% | +28.9% | +21.4% |
| 3M | -0.1% | -51.0% | +51.0% | +12.0% |
| 6M | -35.7% | +15.8% | -51.5% | -45.1% |
| YTD | -46.6% | +58.9% | -105.4% | -58.6% |
| 1Y | -66.6% | +68.5% | -135.2% | -75.1% |
| 3Y | +52.3% | +485.2% | -432.9% | -30.2% |
| 5Y | -47.7% | +2,005.1% | -2,052.8% | -86.0% |
| All | -37.7% | +2,147.1% | -2,184.8% | -83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling