-48.9%
RBLX vs XLC
+37.9%
-86.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | -0.1% |
| 7D | +8.1% | -1.7% | +9.8% | +10.8% |
| 30D | +23.9% | +0.2% | +23.7% | +23.2% |
| 3M | +8.1% | +0.7% | +7.4% | +6.6% |
| 6M | -23.7% | -4.5% | -19.3% | -18.2% |
| YTD | -44.6% | -4.7% | -39.9% | -40.4% |
| 1Y | -66.2% | -1.5% | -64.7% | -65.4% |
| 3Y | +54.7% | +72.2% | -17.5% | -38.4% |
| 5Y | -48.9% | +39.3% | -88.2% | -70.7% |
| All | -48.9% | +37.9% | -86.8% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling