-45.2%
RBLX vs TOST
-50.3%
+5.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.9% | +0.6% |
| 7D | +8.0% | -4.7% | +12.7% | +10.5% |
| 30D | +20.2% | -9.1% | +29.2% | +25.5% |
| 3M | +3.5% | +29.8% | -26.3% | -8.9% |
| 6M | -28.9% | +10.0% | -39.0% | -33.0% |
| YTD | -45.1% | -8.6% | -36.4% | -44.0% |
| 1Y | -66.2% | -20.7% | -45.5% | -63.6% |
| 3Y | +53.5% | +55.7% | -2.2% | +2.0% |
| All | -45.2% | -50.3% | +5.1% | -46.8% |
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