-34.5%
RBLX vs TECH
-19.3%
-15.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +5.1% | -0.4% | +5.5% | +5.2% |
| 30D | +28.0% | 0.0% | +28.1% | +28.0% |
| 3M | +4.6% | +33.7% | -29.0% | -9.0% |
| 6M | -24.7% | +34.9% | -59.6% | -36.0% |
| YTD | -43.8% | +23.2% | -67.0% | -50.7% |
| 1Y | -65.8% | +36.3% | -102.1% | -72.0% |
| 3Y | +59.4% | +2.3% | +57.1% | +33.5% |
| 5Y | -48.2% | -42.9% | -5.3% | -26.9% |
| All | -34.5% | -19.3% | -15.2% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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