-35.9%
RBLX vs UL
+22.3%
-58.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | +8.0% | -3.2% | +11.3% | +8.5% |
| 30D | +20.2% | -0.6% | +20.8% | +20.3% |
| 3M | +3.5% | +9.4% | -5.9% | +2.8% |
| 6M | -28.9% | -4.1% | -24.8% | -28.2% |
| YTD | -45.1% | -2.0% | -43.1% | -44.9% |
| 1Y | -66.2% | -9.0% | -57.2% | -65.7% |
| 3Y | +53.5% | +21.8% | +31.6% | +43.0% |
| 5Y | -48.4% | +20.6% | -69.0% | -54.7% |
| All | -35.9% | +22.3% | -58.3% | -46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling