-34.5%
RBLX vs TAP
-1.1%
-33.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.4% |
| 7D | +5.1% | -3.9% | +8.9% | +5.1% |
| 30D | +28.0% | -5.3% | +33.3% | +28.1% |
| 3M | +4.6% | -3.8% | +8.4% | +4.7% |
| 6M | -24.7% | -11.4% | -13.3% | -24.4% |
| YTD | -43.8% | -13.7% | -30.1% | -43.8% |
| 1Y | -65.8% | -17.2% | -48.6% | -65.7% |
| 3Y | +59.4% | -33.1% | +92.4% | +62.4% |
| 5Y | -48.2% | +0.8% | -49.0% | -48.3% |
| All | -34.5% | -1.1% | -33.4% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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