-46.2%
RBLX vs UL
+18.7%
-64.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.7% | +1.3% |
| 7D | +5.1% | -3.4% | +8.5% | +5.7% |
| 30D | +28.0% | +0.5% | +27.5% | +27.9% |
| 3M | +4.6% | +7.2% | -2.6% | +3.9% |
| 6M | -24.7% | -3.1% | -21.6% | -23.9% |
| YTD | -43.8% | -2.7% | -41.1% | -43.6% |
| 1Y | -65.8% | -10.2% | -55.5% | -65.0% |
| 3Y | +59.4% | +20.3% | +39.1% | +46.3% |
| All | -46.2% | +18.7% | -64.9% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling