-34.5%
RBLX vs W
-69.8%
+35.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.2% | +1.0% |
| 7D | +5.1% | -0.9% | +5.9% | +5.4% |
| 30D | +28.0% | -4.2% | +32.3% | +29.7% |
| 3M | +4.6% | +26.9% | -22.3% | -6.3% |
| 6M | -24.7% | +31.2% | -55.9% | -34.6% |
| YTD | -43.8% | -1.8% | -42.0% | -46.2% |
| 1Y | -65.8% | +9.3% | -75.1% | -69.3% |
| 3Y | +59.4% | +33.2% | +26.2% | +9.1% |
| 5Y | -48.2% | -62.4% | +14.2% | -44.6% |
| All | -34.5% | -69.8% | +35.2% | -26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling