-35.4%
RBLX vs WY
-21.0%
-14.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.9% |
| 7D | +8.1% | -3.7% | +11.8% | +9.8% |
| 30D | +23.9% | -11.3% | +35.2% | +30.3% |
| 3M | +8.1% | -8.1% | +16.3% | +10.1% |
| 6M | -23.7% | -7.4% | -16.3% | -23.0% |
| YTD | -44.6% | -4.7% | -39.9% | -45.5% |
| 1Y | -66.2% | -9.2% | -57.0% | -66.0% |
| 3Y | +54.7% | -24.7% | +79.4% | +66.4% |
| 5Y | -48.9% | -21.6% | -27.4% | -40.4% |
| All | -35.4% | -21.0% | -14.4% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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