-34.5%
RBLX vs TRV
+171.7%
-206.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +1.6% |
| 7D | +5.1% | +1.9% | +3.1% | +5.3% |
| 30D | +28.0% | +1.7% | +26.3% | +28.3% |
| 3M | +4.6% | +23.9% | -19.3% | +7.0% |
| 6M | -24.7% | +26.3% | -50.9% | -22.8% |
| YTD | -43.8% | +30.8% | -74.7% | -42.2% |
| 1Y | -65.8% | +36.3% | -102.1% | -64.7% |
| 3Y | +59.4% | +145.0% | -85.6% | +78.1% |
| 5Y | -48.2% | +163.9% | -212.1% | -38.7% |
| All | -34.5% | +171.7% | -206.2% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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