-36.9%
RBLX vs TOST
-47.1%
+10.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.4% |
| 7D | +12.6% | +3.0% | +9.7% | +11.1% |
| 30D | +6.4% | +10.3% | -3.8% | +1.4% |
| 3M | +38.2% | -3.3% | +41.4% | +39.9% |
| 6M | +22.1% | +37.8% | -15.7% | +3.6% |
| YTD | -36.8% | -2.8% | -34.0% | -37.6% |
| 1Y | -51.4% | -9.6% | -41.8% | -50.4% |
| 3Y | +33.2% | +144.6% | -111.4% | -30.7% |
| 5Y | -46.3% | -31.0% | -15.3% | -53.7% |
| All | -36.9% | -47.1% | +10.2% | -40.6% |
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