+59.4%
RBLX vs UMC
+261.2%
-201.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +1.1% |
| 7D | +5.1% | +9.0% | -3.9% | +4.1% |
| 30D | +28.0% | +17.2% | +10.8% | +25.8% |
| 3M | +4.6% | +11.4% | -6.8% | +2.5% |
| 6M | -24.7% | +137.5% | -162.2% | -34.6% |
| YTD | -43.8% | +193.1% | -237.0% | -54.6% |
| 1Y | -65.8% | +240.3% | -306.1% | -73.7% |
| 3Y | +59.4% | +262.2% | -202.8% | +13.0% |
| All | +59.4% | +261.2% | -201.8% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling