-35.4%
RBLX vs SYK
+19.6%
-55.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +2.0% |
| 7D | +8.1% | -12.3% | +20.5% | +16.3% |
| 30D | +23.9% | -22.4% | +46.4% | +43.6% |
| 3M | +8.1% | -12.3% | +20.5% | +16.4% |
| 6M | -23.7% | -24.3% | +0.6% | -9.8% |
| YTD | -44.6% | -22.8% | -21.8% | -36.2% |
| 1Y | -66.2% | -28.8% | -37.4% | -59.2% |
| 3Y | +54.7% | -4.0% | +58.7% | +41.2% |
| 5Y | -48.9% | +3.8% | -52.8% | -61.1% |
| All | -35.4% | +19.6% | -55.1% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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