-35.5%
RBLX vs SWKS
-49.1%
+13.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.6% | +2.6% |
| 7D | +10.2% | +11.8% | -1.6% | +4.3% |
| 30D | +18.6% | +6.7% | +11.9% | +14.7% |
| 3M | +6.0% | 0.0% | +5.9% | +4.4% |
| 6M | -29.5% | +38.7% | -68.2% | -43.7% |
| YTD | -44.7% | +21.4% | -66.0% | -53.2% |
| 1Y | -65.1% | +2.9% | -68.0% | -67.9% |
| 3Y | +54.5% | -16.4% | +70.9% | +43.8% |
| 5Y | -46.3% | -51.2% | +4.8% | -22.2% |
| All | -35.5% | -49.1% | +13.6% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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