-26.0%
RBLX vs URA
+119.0%
-145.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -0.6% |
| 7D | +7.9% | +4.5% | +3.5% | +5.8% |
| 30D | +3.9% | -13.4% | +17.3% | +11.0% |
| 3M | +44.7% | -28.4% | +73.1% | +66.7% |
| 6M | +23.8% | -40.5% | +64.2% | +53.4% |
| YTD | -36.5% | -24.3% | -12.3% | -31.3% |
| 1Y | -50.7% | -28.8% | -21.9% | -45.2% |
| 3Y | +33.8% | +37.6% | -3.8% | -0.8% |
| 5Y | -52.2% | +30.7% | -82.9% | -67.0% |
| All | -26.0% | +119.0% | -145.0% | -62.6% |
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