-52.6%
RBLX vs STZ
+14.7%
-67.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +5.3% | +3.2% | +9.1% |
| 7D | -7.5% | +13.0% | -20.4% | -5.8% |
| 30D | +10.6% | +29.4% | -18.8% | +14.2% |
| 3M | +33.3% | +11.6% | +21.7% | +35.0% |
| 6M | +3.7% | -0.2% | +3.9% | +2.5% |
| YTD | -39.1% | +8.6% | -47.7% | -40.5% |
| 1Y | -52.6% | +15.9% | -68.6% | -52.5% |
| All | -52.6% | +14.7% | -67.4% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling