+57.2%
RBLX vs XLC
+71.4%
-14.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.1% |
| 7D | +8.1% | -1.7% | +9.8% | +10.1% |
| 30D | +23.9% | +0.2% | +23.7% | +23.4% |
| 3M | +8.1% | +0.7% | +7.4% | +7.2% |
| 6M | -23.7% | -4.5% | -19.3% | -19.6% |
| YTD | -44.6% | -4.7% | -39.9% | -41.4% |
| 1Y | -66.2% | -1.5% | -64.7% | -65.4% |
| All | +57.2% | +71.4% | -14.2% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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