-35.9%
RBLX vs TECK
+261.1%
-297.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.1% |
| 7D | +8.0% | +4.9% | +3.2% | +6.8% |
| 30D | +20.2% | +5.2% | +15.0% | +18.6% |
| 3M | +3.5% | +13.8% | -10.3% | +0.1% |
| 6M | -28.9% | +38.5% | -67.4% | -35.3% |
| YTD | -45.1% | +47.3% | -92.4% | -50.7% |
| 1Y | -66.2% | +81.0% | -147.2% | -71.2% |
| 3Y | +53.5% | +79.9% | -26.4% | +26.8% |
| 5Y | -48.4% | +207.9% | -256.3% | -62.2% |
| All | -35.9% | +261.1% | -297.0% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling