-65.8%
RBLX vs TXT
0.0%
-65.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +1.3% |
| 7D | +5.1% | +2.5% | +2.6% | +5.0% |
| 30D | +28.0% | -8.9% | +36.9% | +28.6% |
| 3M | +4.6% | -13.6% | +18.2% | +4.9% |
| 6M | -24.7% | -13.1% | -11.6% | -24.8% |
| YTD | -43.8% | -7.0% | -36.8% | -44.2% |
| 1Y | -65.8% | -1.4% | -64.4% | -67.1% |
| All | -65.8% | 0.0% | -65.8% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling