-35.5%
RBLX vs XRT
+1.4%
-36.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.6% | +5.7% |
| 7D | +10.2% | -0.3% | +10.5% | +10.4% |
| 30D | +18.6% | -5.6% | +24.2% | +25.6% |
| 3M | +6.0% | +2.5% | +3.4% | +3.3% |
| 6M | -29.5% | +3.7% | -33.1% | -32.4% |
| YTD | -44.7% | +1.0% | -45.7% | -45.6% |
| 1Y | -65.1% | -1.2% | -63.9% | -65.1% |
| 3Y | +54.5% | +43.4% | +11.1% | -7.4% |
| 5Y | -46.3% | -0.7% | -45.6% | -50.9% |
| All | -35.5% | +1.4% | -36.9% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling