+59.4%
RBLX vs XEL
+46.5%
+12.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +5.1% | -0.3% | +5.3% | +5.1% |
| 30D | +28.0% | -3.9% | +32.0% | +28.3% |
| 3M | +4.6% | -2.8% | +7.4% | +4.6% |
| 6M | -24.7% | -5.4% | -19.3% | -24.5% |
| YTD | -43.8% | +3.8% | -47.6% | -44.6% |
| 1Y | -65.8% | +6.8% | -72.6% | -66.4% |
| 3Y | +59.4% | +45.6% | +13.8% | +54.4% |
| All | +59.4% | +46.5% | +12.9% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 3y: compounded portfolio wealth divided by compounded XEL 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…
3y analysis · Full analysis span regression · 6 months rolling