-35.5%
RBLX vs XLB
+49.9%
-85.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.4% | +4.5% |
| 7D | +10.2% | -0.2% | +10.5% | +10.4% |
| 30D | +18.6% | -1.7% | +20.3% | +20.4% |
| 3M | +6.0% | +4.4% | +1.6% | +1.3% |
| 6M | -29.5% | +5.0% | -34.5% | -33.6% |
| YTD | -44.7% | +15.5% | -60.2% | -53.2% |
| 1Y | -65.1% | +14.9% | -80.0% | -70.4% |
| 3Y | +54.5% | +34.5% | +20.0% | +3.1% |
| 5Y | -46.3% | +36.5% | -82.9% | -62.4% |
| All | -35.5% | +49.9% | -85.4% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded XLB 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling