-37.7%
RBLX vs TXT
+55.9%
-93.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | +12.4% | -4.8% | +17.2% | +14.8% |
| 30D | +19.7% | -10.6% | +30.3% | +25.8% |
| 3M | -0.1% | -13.2% | +13.1% | +6.0% |
| 6M | -35.7% | -20.3% | -15.4% | -29.2% |
| YTD | -46.6% | -9.3% | -37.3% | -45.5% |
| 1Y | -66.6% | -2.7% | -63.9% | -67.4% |
| 3Y | +52.3% | +1.4% | +50.9% | +37.0% |
| 5Y | -47.7% | +9.6% | -57.3% | -56.7% |
| All | -37.7% | +55.9% | -93.5% | -48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling