-37.7%
RBLX vs SWKS
-50.1%
+12.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.5% | +0.8% | +2.6% |
| 7D | +12.4% | +12.5% | -0.1% | +6.1% |
| 30D | +19.7% | +10.5% | +9.2% | +13.8% |
| 3M | -0.1% | -7.4% | +7.3% | +2.2% |
| 6M | -35.7% | +32.7% | -68.4% | -47.4% |
| YTD | -46.6% | +19.2% | -65.7% | -54.4% |
| 1Y | -66.6% | +2.4% | -69.0% | -69.3% |
| 3Y | +52.3% | -25.6% | +77.9% | +56.0% |
| 5Y | -47.7% | -53.4% | +5.7% | -21.7% |
| All | -37.7% | -50.1% | +12.4% | -23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling