-31.4%
RBLX vs SW
+18.4%
-49.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.2% |
| 7D | -9.2% | +4.7% | -13.8% | -9.7% |
| 30D | +4.6% | +5.0% | -0.4% | +3.9% |
| 3M | +31.7% | -7.3% | +39.0% | +32.8% |
| 6M | +8.2% | +15.0% | -6.8% | +6.1% |
| YTD | -41.2% | +18.5% | -59.7% | -43.0% |
| 1Y | -53.4% | +27.1% | -80.5% | -55.3% |
| 3Y | +36.5% | +49.3% | -12.8% | +27.5% |
| 5Y | -38.9% | -1.6% | -37.3% | -43.9% |
| All | -31.4% | +18.4% | -49.9% | -32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling