-66.6%
RBLX vs UMC
+209.4%
-276.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.6% | -0.2% | +4.3% |
| 7D | +12.4% | +5.0% | +7.5% | +12.3% |
| 30D | +19.7% | +7.7% | +12.0% | +19.5% |
| 3M | -0.1% | +1.7% | -1.8% | -0.2% |
| 6M | -35.7% | +113.9% | -149.7% | -35.8% |
| YTD | -46.6% | +168.9% | -215.4% | -46.2% |
| 1Y | -66.6% | +207.2% | -273.8% | -68.3% |
| All | -66.6% | +209.4% | -276.1% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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