+59.4%
RBLX vs XYL
+15.7%
+43.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | +5.1% | +1.2% | +3.9% | +4.4% |
| 30D | +28.0% | -11.9% | +40.0% | +36.5% |
| 3M | +4.6% | -1.5% | +6.2% | +4.3% |
| 6M | -24.7% | -11.9% | -12.8% | -20.3% |
| YTD | -43.8% | -20.6% | -23.3% | -37.2% |
| 1Y | -65.8% | -23.5% | -42.3% | -60.9% |
| 3Y | +59.4% | +14.9% | +44.5% | +26.5% |
| All | +59.4% | +15.7% | +43.7% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling