+33.2%
RBLX vs XLP
+43.9%
-10.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | +12.6% | +2.3% | +10.3% | +12.6% |
| 30D | +6.4% | +9.1% | -2.7% | +6.4% |
| 3M | +38.2% | +7.9% | +30.3% | +38.2% |
| 6M | +22.1% | +9.6% | +12.5% | +22.5% |
| YTD | -36.8% | +19.4% | -56.3% | -37.3% |
| 1Y | -51.4% | +22.4% | -73.8% | -52.0% |
| 3Y | +33.2% | +43.2% | -9.9% | +14.7% |
| All | +33.2% | +43.9% | -10.6% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling