-48.4%
RBLX vs STT
+158.4%
-206.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +8.0% | +1.0% | +7.1% | +7.3% |
| 30D | +20.2% | +2.8% | +17.4% | +17.7% |
| 3M | +3.5% | +18.1% | -14.6% | -8.0% |
| 6M | -28.9% | +59.2% | -88.2% | -48.3% |
| YTD | -45.1% | +51.5% | -96.5% | -58.7% |
| 1Y | -66.2% | +75.7% | -141.9% | -77.1% |
| 3Y | +53.5% | +200.8% | -147.3% | -29.6% |
| 5Y | -48.4% | +155.8% | -204.2% | -76.2% |
| All | -48.4% | +158.4% | -206.8% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling