-46.2%
RBLX vs TROW
-39.3%
-6.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +2.4% |
| 7D | +5.1% | -3.2% | +8.2% | +7.9% |
| 30D | +28.0% | -4.6% | +32.6% | +33.1% |
| 3M | +4.6% | -0.7% | +5.3% | +7.0% |
| 6M | -24.7% | +22.2% | -46.9% | -35.4% |
| YTD | -43.8% | +6.6% | -50.5% | -46.6% |
| 1Y | -65.8% | +5.8% | -71.6% | -67.4% |
| 3Y | +59.4% | +11.6% | +47.8% | +34.7% |
| All | -46.2% | -39.3% | -6.9% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 5y: compounded portfolio wealth divided by compounded TROW 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…
5y analysis · Full analysis span regression · 6 months rolling