-46.6%
RBLX vs TOST
-48.0%
+1.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.3% | +4.3% |
| 7D | +12.4% | -3.4% | +15.8% | +14.2% |
| 30D | +19.7% | -2.4% | +22.1% | +20.7% |
| 3M | -0.1% | +34.6% | -34.7% | -13.6% |
| 6M | -35.7% | +15.2% | -50.9% | -40.8% |
| YTD | -46.6% | -4.4% | -42.2% | -46.7% |
| 1Y | -66.6% | -17.4% | -49.2% | -64.7% |
| 3Y | +52.3% | +54.5% | -2.2% | +2.1% |
| All | -46.6% | -48.0% | +1.3% | -49.3% |
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