-24.3%
RBLX vs TPR
+249.5%
-273.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +3.5% |
| 7D | +6.7% | +6.4% | +0.3% | +3.7% |
| 30D | +6.1% | +13.8% | -7.6% | +0.3% |
| 3M | +45.3% | -16.6% | +61.9% | +53.9% |
| 6M | +27.4% | +0.7% | +26.7% | +23.1% |
| YTD | -35.1% | +5.3% | -40.4% | -40.0% |
| 1Y | -49.7% | +32.4% | -82.1% | -58.7% |
| 3Y | +36.9% | +406.4% | -369.5% | -54.1% |
| 5Y | -46.4% | +227.9% | -274.3% | -79.2% |
| All | -24.3% | +249.5% | -273.8% | -71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling