-37.7%
RBLX vs TAP
+2.8%
-40.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | +12.4% | -2.3% | +14.7% | +12.4% |
| 30D | +19.7% | -2.1% | +21.8% | +19.7% |
| 3M | -0.1% | +6.6% | -6.7% | -0.3% |
| 6M | -35.7% | -11.5% | -24.2% | -35.5% |
| YTD | -46.6% | -10.3% | -36.3% | -46.6% |
| 1Y | -66.6% | -14.4% | -52.2% | -66.6% |
| 3Y | +52.3% | -28.3% | +80.6% | +54.4% |
| 5Y | -47.7% | +1.7% | -49.4% | -47.7% |
| All | -37.7% | +2.8% | -40.5% | -44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling