-34.5%
RBLX vs TRU
-11.0%
-23.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +0.9% |
| 7D | +5.1% | -2.7% | +7.8% | +6.6% |
| 30D | +28.0% | -2.0% | +30.1% | +28.8% |
| 3M | +4.6% | +18.4% | -13.8% | -5.2% |
| 6M | -24.7% | +8.9% | -33.5% | -28.8% |
| YTD | -43.8% | -8.9% | -34.9% | -42.0% |
| 1Y | -65.8% | -15.9% | -49.9% | -63.6% |
| 3Y | +59.4% | -1.1% | +60.5% | +40.5% |
| 5Y | -48.2% | -35.2% | -13.0% | -37.4% |
| All | -34.5% | -11.0% | -23.6% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling