-28.2%
RBLX vs TPR
+247.0%
-275.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.8% | -2.9% |
| 7D | +1.2% | -0.3% | +1.5% | +1.4% |
| 30D | +5.0% | +15.1% | -10.1% | -1.2% |
| 3M | +31.5% | +3.5% | +28.0% | +28.7% |
| 6M | +18.9% | +0.4% | +18.5% | +15.1% |
| YTD | -38.4% | +4.6% | -43.0% | -42.9% |
| 1Y | -50.7% | +33.1% | -83.8% | -59.6% |
| 3Y | +28.8% | +396.0% | -367.2% | -56.3% |
| 5Y | -53.6% | +230.3% | -283.9% | -82.0% |
| All | -28.2% | +247.0% | -275.2% | -72.6% |
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