-52.6%
RBLX vs W
+21.5%
-74.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +11.0% | -2.5% | +4.9% |
| 7D | -7.5% | +8.4% | -15.8% | -9.7% |
| 30D | +10.6% | +16.5% | -5.9% | +5.6% |
| 3M | +33.3% | +6.4% | +26.8% | +30.1% |
| 6M | +3.7% | +90.5% | -86.9% | -15.8% |
| YTD | -39.1% | +23.1% | -62.2% | -44.6% |
| 1Y | -52.6% | +24.3% | -76.9% | -57.0% |
| All | -52.6% | +21.5% | -74.1% | -57.0% |
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