-35.9%
RBLX vs UPS
-22.8%
-13.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.2% |
| 7D | +8.0% | -3.7% | +11.7% | +9.5% |
| 30D | +20.2% | -3.7% | +23.9% | +21.9% |
| 3M | +3.5% | -6.6% | +10.1% | +5.6% |
| 6M | -28.9% | +2.6% | -31.5% | -30.8% |
| YTD | -45.1% | +4.8% | -49.8% | -47.3% |
| 1Y | -66.2% | +25.3% | -91.5% | -70.2% |
| 3Y | +53.5% | -26.9% | +80.3% | +68.8% |
| 5Y | -48.4% | -33.5% | -14.9% | -36.6% |
| All | -35.9% | -22.8% | -13.2% | -30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling