-35.9%
RBLX vs SYY
+18.8%
-54.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.8% | -1.3% |
| 7D | +8.0% | -0.2% | +8.3% | +8.1% |
| 30D | +20.2% | -2.7% | +22.9% | +21.0% |
| 3M | +3.5% | +5.9% | -2.3% | +1.3% |
| 6M | -28.9% | -2.3% | -26.6% | -29.1% |
| YTD | -45.1% | +13.1% | -58.2% | -48.2% |
| 1Y | -66.2% | +3.8% | -70.0% | -67.2% |
| 3Y | +53.5% | +26.7% | +26.7% | +33.7% |
| 5Y | -48.4% | +19.4% | -67.9% | -52.3% |
| All | -35.9% | +18.8% | -54.7% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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