-37.7%
RBLX vs XLB
+51.3%
-89.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.7% | +4.7% |
| 7D | +12.4% | -1.4% | +13.8% | +13.9% |
| 30D | +19.7% | -0.4% | +20.1% | +19.9% |
| 3M | -0.1% | +2.0% | -2.1% | -2.1% |
| 6M | -35.7% | +1.8% | -37.6% | -37.4% |
| YTD | -46.6% | +16.6% | -63.1% | -55.2% |
| 1Y | -66.6% | +16.9% | -83.6% | -72.2% |
| 3Y | +52.3% | +32.6% | +19.7% | +3.9% |
| 5Y | -47.7% | +35.6% | -83.4% | -63.3% |
| All | -37.7% | +51.3% | -89.0% | -61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling