-35.9%
RBLX vs XYL
+14.5%
-50.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | +0.2% |
| 7D | +8.0% | +0.8% | +7.2% | +7.2% |
| 30D | +20.2% | -10.8% | +31.0% | +31.0% |
| 3M | +3.5% | -2.5% | +6.1% | +4.2% |
| 6M | -28.9% | -12.2% | -16.8% | -22.5% |
| YTD | -45.1% | -20.1% | -25.0% | -35.5% |
| 1Y | -66.2% | -20.6% | -45.6% | -60.2% |
| 3Y | +53.5% | +17.3% | +36.1% | +17.9% |
| 5Y | -48.4% | -14.5% | -33.9% | -56.0% |
| All | -35.9% | +14.5% | -50.4% | -50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling