-34.5%
RBLX vs XRT
+0.3%
-34.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | 0.0% |
| 7D | +5.1% | -3.2% | +8.3% | +8.5% |
| 30D | +28.0% | -4.5% | +32.5% | +33.8% |
| 3M | +4.6% | -3.1% | +7.7% | +8.0% |
| 6M | -24.7% | +4.2% | -28.9% | -28.2% |
| YTD | -43.8% | -0.1% | -43.7% | -44.2% |
| 1Y | -65.8% | -3.0% | -62.7% | -65.1% |
| 3Y | +59.4% | +41.8% | +17.6% | -3.4% |
| 5Y | -48.2% | -1.3% | -47.0% | -52.2% |
| All | -34.5% | +0.3% | -34.9% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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