-53.8%
RBLX vs XLP
+44.5%
-98.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.4% | -3.5% |
| 7D | +1.2% | +2.5% | -1.3% | +0.2% |
| 30D | +5.0% | +7.3% | -2.3% | +1.7% |
| 3M | +31.5% | +8.1% | +23.4% | +26.9% |
| 6M | +18.9% | +10.5% | +8.5% | +13.6% |
| YTD | -38.4% | +21.2% | -59.6% | -44.7% |
| 1Y | -50.7% | +22.7% | -73.4% | -56.1% |
| 3Y | +28.8% | +44.8% | -16.0% | -3.3% |
| All | -53.8% | +44.5% | -98.3% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling