+55.9%
RBLX vs TPR
+279.7%
-223.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.1% |
| 7D | +8.0% | -7.3% | +15.3% | +9.3% |
| 30D | +20.2% | -30.7% | +50.9% | +27.2% |
| 3M | +3.5% | -21.6% | +25.2% | +6.8% |
| 6M | -28.9% | -21.3% | -7.6% | -27.2% |
| YTD | -45.1% | -10.2% | -34.9% | -45.3% |
| 1Y | -66.2% | +9.5% | -75.7% | -67.9% |
| All | +55.9% | +279.7% | -223.8% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling