-36.7%
RBLX vs TOST
-48.6%
+12.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.4% |
| 7D | +7.9% | -4.7% | +12.6% | +10.5% |
| 30D | +3.9% | +8.5% | -4.7% | -0.3% |
| 3M | +44.7% | -1.6% | +46.3% | +45.3% |
| 6M | +23.8% | +44.1% | -20.3% | +2.8% |
| YTD | -36.5% | -5.6% | -30.9% | -36.4% |
| 1Y | -50.7% | -12.6% | -38.1% | -48.9% |
| 3Y | +33.8% | +137.6% | -103.7% | -29.3% |
| 5Y | -52.2% | -30.4% | -21.8% | -58.8% |
| All | -36.7% | -48.6% | +12.0% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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