-52.6%
RBLX vs UPS
+29.9%
-82.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.7% | +3.8% | +8.3% |
| 7D | -7.5% | +8.2% | -15.7% | -7.7% |
| 30D | +10.6% | +22.7% | -12.1% | +10.2% |
| 3M | +33.3% | +6.4% | +26.8% | +32.9% |
| 6M | +3.7% | +22.6% | -19.0% | +3.9% |
| YTD | -39.1% | +20.7% | -59.9% | -38.4% |
| 1Y | -52.6% | +30.6% | -83.3% | -53.1% |
| All | -52.6% | +29.9% | -82.6% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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