-66.6%
RBLX vs W
+25.7%
-92.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.5% | +1.8% | +3.7% |
| 7D | +12.4% | -4.2% | +16.6% | +13.5% |
| 30D | +19.7% | -7.6% | +27.2% | +21.9% |
| 3M | -0.1% | +37.2% | -37.3% | -8.9% |
| 6M | -35.7% | +26.3% | -62.1% | -40.9% |
| YTD | -46.6% | -1.0% | -45.6% | -48.6% |
| 1Y | -66.6% | +20.1% | -86.7% | -68.9% |
| All | -66.6% | +25.7% | -92.3% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling