-46.2%
RBLX vs TRU
-35.6%
-10.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +0.8% |
| 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% | -5.5% |
| 6M | -24.7% | +8.9% | -33.5% | -29.0% |
| YTD | -43.8% | -8.9% | -34.9% | -42.0% |
| 1Y | -65.8% | -15.9% | -49.9% | -63.5% |
| 3Y | +59.4% | -1.1% | +60.5% | +39.6% |
| All | -46.2% | -35.6% | -10.7% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling