-66.6%
RBLX vs UPS
+27.3%
-93.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.4% |
| 7D | +12.4% | -2.9% | +15.3% | +12.7% |
| 30D | +19.7% | -3.5% | +23.2% | +20.0% |
| 3M | -0.1% | -5.7% | +5.6% | -0.3% |
| 6M | -35.7% | -4.4% | -31.4% | -36.3% |
| YTD | -46.6% | +8.0% | -54.6% | -48.3% |
| 1Y | -66.6% | +29.0% | -95.7% | -68.4% |
| All | -66.6% | +27.3% | -93.9% | -68.4% |
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