-35.4%
RBLX vs TPR
+203.7%
-239.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | 0.0% |
| 7D | +8.1% | -5.1% | +13.2% | +10.4% |
| 30D | +23.9% | -27.6% | +51.5% | +39.9% |
| 3M | +8.1% | -17.5% | +25.6% | +14.5% |
| 6M | -23.7% | -21.3% | -2.4% | -18.6% |
| YTD | -44.6% | -8.5% | -36.1% | -45.5% |
| 1Y | -66.2% | +11.5% | -77.7% | -70.1% |
| 3Y | +54.7% | +288.0% | -233.3% | -39.8% |
| 5Y | -48.9% | +225.2% | -274.1% | -79.6% |
| All | -35.4% | +203.7% | -239.1% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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