-25.8%
RBLX vs SW
+17.6%
-43.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.2% | +4.4% | +4.6% |
| 7D | +20.3% | +1.8% | +18.5% | +20.1% |
| 30D | +7.3% | +7.0% | +0.3% | +6.3% |
| 3M | +36.5% | -7.6% | +44.2% | +37.8% |
| 6M | +23.1% | +8.5% | +14.6% | +21.6% |
| YTD | -36.3% | +17.7% | -54.0% | -38.2% |
| 1Y | -51.7% | +27.1% | -78.8% | -53.7% |
| 3Y | +35.6% | +48.2% | -12.6% | +26.8% |
| 5Y | -52.9% | -2.3% | -50.5% | -56.7% |
| All | -25.8% | +17.6% | -43.4% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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