-37.7%
RBLX vs URA
+211.7%
-249.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.0% |
| 7D | +12.4% | +1.1% | +11.3% | +11.8% |
| 30D | +19.7% | +7.4% | +12.3% | +15.5% |
| 3M | -0.1% | -8.4% | +8.3% | +3.0% |
| 6M | -35.7% | -12.7% | -23.0% | -33.6% |
| YTD | -46.6% | +7.8% | -54.3% | -50.3% |
| 1Y | -66.6% | +19.5% | -86.1% | -71.0% |
| 3Y | +52.3% | +116.4% | -64.1% | -9.5% |
| 5Y | -47.7% | +134.3% | -182.0% | -71.2% |
| All | -37.7% | +211.7% | -249.3% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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