-35.9%
RBLX vs TRU
-11.7%
-24.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.2% |
| 7D | +8.0% | -6.5% | +14.5% | +11.6% |
| 30D | +20.2% | -2.5% | +22.7% | +21.2% |
| 3M | +3.5% | +10.4% | -6.8% | -2.5% |
| 6M | -28.9% | +1.6% | -30.6% | -30.4% |
| YTD | -45.1% | -9.7% | -35.4% | -43.0% |
| 1Y | -66.2% | -17.3% | -49.0% | -63.8% |
| 3Y | +53.5% | -1.8% | +55.3% | +35.8% |
| 5Y | -48.4% | -36.2% | -12.2% | -37.5% |
| All | -35.9% | -11.7% | -24.2% | -41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling