+59.4%
RBLX vs UPS
-26.3%
+85.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +5.1% | -2.0% | +7.0% | +5.3% |
| 30D | +28.0% | -2.0% | +30.0% | +28.3% |
| 3M | +4.6% | -6.2% | +10.9% | +5.3% |
| 6M | -24.7% | +2.8% | -27.4% | -25.5% |
| YTD | -43.8% | +5.9% | -49.7% | -44.9% |
| 1Y | -65.8% | +26.2% | -92.0% | -67.5% |
| 3Y | +59.4% | -26.0% | +85.4% | +61.8% |
| All | +59.4% | -26.3% | +85.7% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling