-48.4%
RBLX vs TAP
-0.5%
-47.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.7% |
| 7D | +8.0% | -5.1% | +13.1% | +8.1% |
| 30D | +20.2% | -8.4% | +28.6% | +20.2% |
| 3M | +3.5% | -3.9% | +7.5% | +3.6% |
| 6M | -28.9% | -14.4% | -14.6% | -28.7% |
| YTD | -45.1% | -14.7% | -30.3% | -45.1% |
| 1Y | -66.2% | -18.7% | -47.5% | -66.2% |
| 3Y | +53.5% | -32.6% | +86.1% | +56.0% |
| 5Y | -48.4% | -1.4% | -47.0% | -46.1% |
| All | -48.4% | -0.5% | -47.9% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling