-20.0%
RBLX vs XE
-47.4%
+27.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.3% | +9.1% | +2.2% |
| 7D | +8.1% | -11.4% | +19.6% | +10.1% |
| 30D | +23.9% | -23.0% | +46.9% | +28.6% |
| 3M | +8.1% | -12.1% | +20.3% | +9.5% |
| All | -20.0% | -47.4% | +27.4% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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 · Available span rolling