-34.5%
RBLX vs XME
+200.0%
-234.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.9% |
| 7D | +5.1% | -4.2% | +9.3% | +7.4% |
| 30D | +28.0% | -2.7% | +30.7% | +29.4% |
| 3M | +4.6% | -3.9% | +8.5% | +5.8% |
| 6M | -24.7% | -1.0% | -23.7% | -26.1% |
| YTD | -43.8% | +9.8% | -53.7% | -48.2% |
| 1Y | -65.8% | +32.5% | -98.3% | -71.9% |
| 3Y | +59.4% | +124.3% | -65.0% | -8.3% |
| 5Y | -48.2% | +165.8% | -214.0% | -72.3% |
| All | -34.5% | +200.0% | -234.5% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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