-35.5%
RBLX vs SWK
-40.0%
+4.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.8% | +6.3% | +4.6% |
| 7D | +10.2% | +0.1% | +10.1% | +10.1% |
| 30D | +18.6% | -8.9% | +27.5% | +23.0% |
| 3M | +6.0% | +20.5% | -14.5% | -2.4% |
| 6M | -29.5% | +27.1% | -56.6% | -37.2% |
| YTD | -44.7% | +30.2% | -74.9% | -51.5% |
| 1Y | -65.1% | +24.8% | -89.9% | -69.1% |
| 3Y | +54.5% | +16.3% | +38.2% | +30.5% |
| 5Y | -46.3% | -40.1% | -6.2% | -38.2% |
| All | -35.5% | -40.0% | +4.4% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SWK 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling