-46.3%
RBLX vs XLP
+33.4%
-79.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.1% | +3.8% |
| 7D | +10.2% | -1.4% | +11.6% | +10.9% |
| 30D | +18.6% | -1.3% | +19.9% | +19.2% |
| 3M | +6.0% | +1.8% | +4.1% | +4.9% |
| 6M | -29.5% | -0.8% | -28.6% | -29.3% |
| YTD | -44.7% | +9.5% | -54.2% | -48.0% |
| 1Y | -65.1% | +7.2% | -72.3% | -66.8% |
| 3Y | +54.5% | +27.1% | +27.4% | +24.6% |
| 5Y | -46.3% | +32.0% | -78.4% | -56.8% |
| All | -46.3% | +33.4% | -79.7% | -56.8% |
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