-35.5%
RBLX vs UNP
+53.4%
-88.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | +10.2% | -0.7% | +11.0% | +10.5% |
| 30D | +18.6% | -1.1% | +19.7% | +18.9% |
| 3M | +6.0% | +7.9% | -1.9% | +2.4% |
| 6M | -29.5% | +14.6% | -44.1% | -33.7% |
| YTD | -44.7% | +26.6% | -71.3% | -50.2% |
| 1Y | -65.1% | +35.6% | -100.7% | -69.6% |
| 3Y | +54.5% | +45.5% | +9.0% | +28.3% |
| 5Y | -46.3% | +50.0% | -96.3% | -55.2% |
| All | -35.5% | +53.4% | -88.9% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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