-46.2%
RBLX vs TTWO
+39.3%
-85.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.9% |
| 7D | +5.1% | +0.4% | +4.7% | +4.7% |
| 30D | +28.0% | -11.3% | +39.4% | +39.1% |
| 3M | +4.6% | +1.6% | +3.0% | +3.0% |
| 6M | -24.7% | +2.1% | -26.7% | -26.2% |
| YTD | -43.8% | -15.8% | -28.0% | -36.2% |
| 1Y | -65.8% | -12.6% | -53.2% | -62.6% |
| 3Y | +59.4% | +48.2% | +11.2% | +9.3% |
| All | -46.2% | +39.3% | -85.6% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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