-2.6%
RBLX vs USAR
+74.0%
-76.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.3% |
| 7D | +12.4% | -2.1% | +14.5% | +12.4% |
| 30D | +19.7% | +2.6% | +17.1% | +19.6% |
| 3M | -0.1% | -35.0% | +34.9% | +0.2% |
| 6M | -35.7% | -6.9% | -28.9% | -35.9% |
| YTD | -46.6% | +48.0% | -94.5% | -46.6% |
| 1Y | -66.6% | +24.8% | -91.4% | -66.4% |
| 3Y | +52.3% | +73.2% | -21.0% | +77.6% |
| All | -2.6% | +74.0% | -76.6% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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