-35.5%
RBLX vs STZ
-41.3%
+5.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.6% | +9.1% | +4.2% |
| 7D | +10.2% | -7.4% | +17.6% | +11.3% |
| 30D | +18.6% | -10.9% | +29.5% | +20.4% |
| 3M | +6.0% | -13.4% | +19.4% | +7.6% |
| 6M | -29.5% | -16.2% | -13.3% | -28.1% |
| YTD | -44.7% | -10.4% | -34.2% | -44.9% |
| 1Y | -65.1% | -14.8% | -50.3% | -64.9% |
| 3Y | +54.5% | -50.1% | +104.6% | +80.2% |
| 5Y | -46.3% | -38.8% | -7.5% | -41.5% |
| All | -35.5% | -41.3% | +5.8% | -31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling