-37.7%
RBLX vs XLP
+50.3%
-88.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.6% |
| 7D | +12.4% | -1.0% | +13.4% | +12.8% |
| 30D | +19.7% | -0.9% | +20.6% | +20.0% |
| 3M | -0.1% | +3.8% | -3.9% | -1.7% |
| 6M | -35.7% | -1.7% | -34.0% | -35.3% |
| YTD | -46.6% | +10.3% | -56.8% | -49.4% |
| 1Y | -66.6% | +7.8% | -74.4% | -68.1% |
| 3Y | +52.3% | +27.2% | +25.1% | +27.7% |
| 5Y | -47.7% | +32.5% | -80.3% | -55.6% |
| All | -37.7% | +50.3% | -88.0% | -52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling