-39.3%
RBLX vs TOST
-46.9%
+7.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +4.2% |
| 7D | +14.7% | +9.4% | +5.2% | +9.6% |
| 30D | +6.2% | +13.5% | -7.3% | -0.2% |
| 3M | +36.8% | -0.1% | +36.9% | +36.2% |
| 6M | +12.7% | +22.5% | -9.8% | +0.9% |
| YTD | -39.2% | -2.4% | -36.8% | -40.0% |
| 1Y | -51.3% | -4.7% | -46.6% | -51.7% |
| 3Y | +45.6% | +103.2% | -57.6% | -16.9% |
| 5Y | -36.8% | -41.2% | +4.5% | -41.7% |
| All | -39.3% | -46.9% | +7.6% | -43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling