-37.7%
RBLX vs TPR
+220.1%
-257.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +12.4% | -2.3% | +14.7% | +13.5% |
| 30D | +19.7% | -23.0% | +42.6% | +31.7% |
| 3M | -0.1% | -12.5% | +12.4% | +3.4% |
| 6M | -35.7% | -21.4% | -14.3% | -31.1% |
| YTD | -46.6% | -3.5% | -43.0% | -48.5% |
| 1Y | -66.6% | +17.4% | -84.0% | -71.1% |
| 3Y | +52.3% | +291.3% | -239.0% | -40.2% |
| 5Y | -47.7% | +241.9% | -289.6% | -79.6% |
| All | -37.7% | +220.1% | -257.8% | -75.3% |
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