+57.2%
RBLX vs STZ
-49.0%
+106.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.9% |
| 7D | +8.1% | -4.1% | +12.2% | +7.9% |
| 30D | +23.9% | -7.6% | +31.5% | +23.4% |
| 3M | +8.1% | -12.3% | +20.4% | +7.2% |
| 6M | -23.7% | -16.3% | -7.4% | -24.5% |
| YTD | -44.6% | -8.4% | -36.3% | -45.2% |
| 1Y | -66.2% | -10.8% | -55.4% | -66.6% |
| All | +57.2% | -49.0% | +106.2% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling