-46.2%
RBLX vs TDY
+39.0%
-85.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +0.4% |
| 7D | +5.1% | -1.1% | +6.2% | +5.9% |
| 30D | +28.0% | -12.0% | +40.1% | +40.9% |
| 3M | +4.6% | -3.2% | +7.8% | +5.8% |
| 6M | -24.7% | -7.9% | -16.8% | -20.9% |
| YTD | -43.8% | +18.2% | -62.1% | -52.7% |
| 1Y | -65.8% | +6.7% | -72.4% | -68.6% |
| 3Y | +59.4% | +47.5% | +11.8% | +4.0% |
| All | -46.2% | +39.0% | -85.3% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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