-34.5%
RBLX vs TECK
+241.1%
-275.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | +5.1% | -3.8% | +8.9% | +6.0% |
| 30D | +28.0% | +0.7% | +27.3% | +27.5% |
| 3M | +4.6% | +4.6% | 0.0% | +3.0% |
| 6M | -24.7% | +25.1% | -49.8% | -29.7% |
| YTD | -43.8% | +39.2% | -83.0% | -49.0% |
| 1Y | -65.8% | +60.3% | -126.1% | -70.0% |
| 3Y | +59.4% | +62.9% | -3.5% | +34.7% |
| 5Y | -48.2% | +181.5% | -229.7% | -61.3% |
| All | -34.5% | +241.1% | -275.6% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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