-35.4%
RBLX vs XEL
+44.1%
-79.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | +8.1% | -1.2% | +9.3% | +8.3% |
| 30D | +23.9% | -2.9% | +26.8% | +24.4% |
| 3M | +8.1% | -2.7% | +10.9% | +8.3% |
| 6M | -23.7% | -6.5% | -17.2% | -23.2% |
| YTD | -44.6% | +3.6% | -48.2% | -45.5% |
| 1Y | -66.2% | +7.5% | -73.7% | -67.1% |
| 3Y | +54.7% | +46.3% | +8.4% | +40.7% |
| 5Y | -48.9% | +30.5% | -79.5% | -53.5% |
| All | -35.4% | +44.1% | -79.5% | -50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling