-34.5%
RBLX vs STZ
-40.6%
+6.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.5% |
| 7D | +5.1% | -4.5% | +9.5% | +5.6% |
| 30D | +28.0% | -8.6% | +36.6% | +29.5% |
| 3M | +4.6% | -13.8% | +18.4% | +6.3% |
| 6M | -24.7% | -17.2% | -7.5% | -23.0% |
| YTD | -43.8% | -9.4% | -34.5% | -44.1% |
| 1Y | -65.8% | -11.9% | -53.9% | -65.8% |
| 3Y | +59.4% | -49.6% | +109.0% | +85.7% |
| 5Y | -48.2% | -37.2% | -11.1% | -43.8% |
| All | -34.5% | -40.6% | +6.1% | -30.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling