-35.9%
RBLX vs XME
+214.6%
-250.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.3% |
| 7D | +8.0% | -0.2% | +8.3% | +8.2% |
| 30D | +20.2% | +1.4% | +18.8% | +18.9% |
| 3M | +3.5% | +2.7% | +0.8% | +1.2% |
| 6M | -28.9% | +6.5% | -35.4% | -33.0% |
| YTD | -45.1% | +15.2% | -60.2% | -50.5% |
| 1Y | -66.2% | +43.5% | -109.7% | -73.4% |
| 3Y | +53.5% | +135.9% | -82.4% | -13.9% |
| 5Y | -48.4% | +181.5% | -229.9% | -73.1% |
| All | -35.9% | +214.6% | -250.6% | -67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling