-34.5%
RBLX vs TTWO
+26.5%
-61.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +38.9% |
| 3M | +4.6% | +1.6% | +3.0% | +3.1% |
| 6M | -24.7% | +2.1% | -26.7% | -26.2% |
| YTD | -43.8% | -15.8% | -28.0% | -36.3% |
| 1Y | -65.8% | -12.6% | -53.2% | -62.6% |
| 3Y | +59.4% | +48.2% | +11.2% | +10.6% |
| 5Y | -48.2% | +40.0% | -88.2% | -62.4% |
| All | -34.5% | +26.5% | -61.0% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling