-34.5%
RBLX vs XYL
+13.8%
-48.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.1% |
| 7D | +5.1% | +1.2% | +3.9% | +4.1% |
| 30D | +28.0% | -11.9% | +40.0% | +40.9% |
| 3M | +4.6% | -1.5% | +6.2% | +4.3% |
| 6M | -24.7% | -11.9% | -12.8% | -18.1% |
| YTD | -43.8% | -20.6% | -23.3% | -33.8% |
| 1Y | -65.8% | -23.5% | -42.3% | -58.4% |
| 3Y | +59.4% | +14.9% | +44.5% | +25.0% |
| 5Y | -48.2% | -15.3% | -32.9% | -55.6% |
| All | -34.5% | +13.8% | -48.3% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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