-35.9%
RBLX vs XLP
+47.6%
-83.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | +8.0% | -2.9% | +10.9% | +9.2% |
| 30D | +20.2% | -2.2% | +22.4% | +21.1% |
| 3M | +3.5% | -0.6% | +4.1% | +3.7% |
| 6M | -28.9% | -2.2% | -26.8% | -28.4% |
| YTD | -45.1% | +8.3% | -53.3% | -47.6% |
| 1Y | -66.2% | +5.7% | -71.9% | -67.4% |
| 3Y | +53.5% | +25.7% | +27.8% | +29.0% |
| 5Y | -48.4% | +31.3% | -79.7% | -55.6% |
| All | -35.9% | +47.6% | -83.6% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 10y: compounded portfolio wealth divided by compounded XLP 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…
10y analysis · Full analysis span regression · 6 months rolling