+45.6%
RBLX vs SW
+39.0%
+6.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.6% |
| 7D | +14.7% | +2.3% | +12.4% | +14.3% |
| 30D | +6.2% | +6.8% | -0.6% | +5.1% |
| 3M | +36.8% | -5.2% | +42.0% | +37.8% |
| 6M | +12.7% | +7.4% | +5.2% | +11.1% |
| YTD | -39.2% | +17.4% | -56.6% | -41.6% |
| 1Y | -51.3% | +27.1% | -78.4% | -54.2% |
| 3Y | +45.6% | +47.9% | -2.2% | +33.5% |
| All | +45.6% | +39.0% | +6.6% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling