-37.7%
RBLX vs TMUS
+48.7%
-86.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.5% | +7.8% | +5.2% |
| 7D | +12.4% | +0.1% | +12.3% | +12.3% |
| 30D | +19.7% | +5.3% | +14.4% | +17.9% |
| 3M | -0.1% | +3.1% | -3.2% | -1.6% |
| 6M | -35.7% | -16.5% | -19.3% | -32.9% |
| YTD | -46.6% | -9.2% | -37.4% | -46.2% |
| 1Y | -66.6% | -26.5% | -40.1% | -63.5% |
| 3Y | +52.3% | +39.0% | +13.3% | +13.7% |
| 5Y | -47.7% | +40.4% | -88.1% | -59.9% |
| All | -37.7% | +48.7% | -86.3% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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