-28.2%
RBLX vs STT
+150.9%
-179.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | +1.2% | +4.8% | -3.5% | -1.4% |
| 30D | +5.0% | +3.9% | +1.1% | +3.1% |
| 3M | +31.5% | -8.2% | +39.7% | +38.1% |
| 6M | +18.9% | +15.6% | +3.3% | +8.1% |
| YTD | -38.4% | +37.6% | -76.0% | -49.8% |
| 1Y | -50.7% | +50.1% | -100.8% | -61.9% |
| 3Y | +28.8% | +183.1% | -154.3% | -33.5% |
| 5Y | -53.6% | +104.8% | -158.4% | -75.4% |
| All | -28.2% | +150.9% | -179.1% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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