-34.5%
RBLX vs TKO
+264.9%
-299.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +5.1% | +2.3% | +2.7% | +4.2% |
| 30D | +28.0% | -2.5% | +30.5% | +29.0% |
| 3M | +4.6% | -10.6% | +15.2% | +8.3% |
| 6M | -24.7% | -5.1% | -19.6% | -23.6% |
| YTD | -43.8% | -8.2% | -35.6% | -42.5% |
| 1Y | -65.8% | -4.4% | -61.3% | -65.5% |
| 3Y | +59.4% | +100.4% | -41.0% | +26.1% |
| 5Y | -48.2% | +294.3% | -342.5% | -71.4% |
| All | -34.5% | +264.9% | -299.4% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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