-52.6%
RBLX vs UL
+1.7%
-54.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.3% | +5.2% | +8.4% |
| 7D | -7.5% | +4.7% | -12.1% | -7.6% |
| 30D | +10.6% | +11.6% | -1.0% | +10.2% |
| 3M | +33.3% | +5.3% | +28.0% | +32.7% |
| 6M | +3.7% | +16.0% | -12.4% | +6.1% |
| YTD | -39.1% | +5.0% | -44.1% | -39.0% |
| 1Y | -52.6% | +1.1% | -53.8% | -52.5% |
| All | -52.6% | +1.7% | -54.3% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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