-52.6%
RBLX vs XYZ
+19.9%
-72.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +15.3% | -6.8% | +2.7% |
| 7D | -7.5% | +16.5% | -24.0% | -12.7% |
| 30D | +10.6% | +15.0% | -4.3% | +4.9% |
| 3M | +33.3% | +3.5% | +29.7% | +30.3% |
| 6M | +3.7% | +21.9% | -18.2% | -2.8% |
| YTD | -39.1% | +34.6% | -73.8% | -46.7% |
| 1Y | -52.6% | +20.7% | -73.4% | -59.4% |
| All | -52.6% | +19.9% | -72.5% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 1y: compounded portfolio wealth divided by compounded XYZ 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…
1y analysis · Full analysis span regression · 6 months rolling