-35.9%
RBLX vs TRGP
+867.3%
-903.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | +8.0% | -0.7% | +8.7% | +8.3% |
| 30D | +20.2% | +9.5% | +10.7% | +16.3% |
| 3M | +3.5% | +10.8% | -7.3% | -1.6% |
| 6M | -28.9% | +25.3% | -54.3% | -35.8% |
| YTD | -45.1% | +60.3% | -105.3% | -55.0% |
| 1Y | -66.2% | +84.6% | -150.8% | -74.0% |
| 3Y | +53.5% | +264.4% | -210.9% | -12.1% |
| 5Y | -48.4% | +636.6% | -685.0% | -74.9% |
| All | -35.9% | +867.3% | -903.2% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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