-35.4%
RBLX vs TROW
-21.8%
-13.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.0% |
| 7D | +8.1% | -3.0% | +11.1% | +10.7% |
| 30D | +23.9% | -5.5% | +29.4% | +29.6% |
| 3M | +8.1% | +2.3% | +5.9% | +8.1% |
| 6M | -23.7% | +23.9% | -47.6% | -34.8% |
| YTD | -44.6% | +7.9% | -52.5% | -47.6% |
| 1Y | -66.2% | +6.1% | -72.3% | -67.8% |
| 3Y | +54.7% | +13.8% | +40.9% | +30.3% |
| 5Y | -48.9% | -38.2% | -10.7% | -36.7% |
| All | -35.4% | -21.8% | -13.7% | -27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling