-37.7%
RBLX vs TT
+198.9%
-236.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +3.8% |
| 7D | +12.4% | 0.0% | +12.4% | +12.4% |
| 30D | +19.7% | -7.2% | +26.8% | +24.8% |
| 3M | -0.1% | -3.0% | +2.9% | -0.1% |
| 6M | -35.7% | +1.4% | -37.1% | -38.0% |
| YTD | -46.6% | +15.9% | -62.4% | -52.9% |
| 1Y | -66.6% | +9.4% | -76.1% | -69.8% |
| 3Y | +52.3% | +124.4% | -72.1% | -30.2% |
| 5Y | -47.7% | +138.0% | -185.7% | -82.1% |
| All | -37.7% | +198.9% | -236.6% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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