+59.4%
RBLX vs XYZ
+46.8%
+12.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +5.1% | -4.3% | +9.3% | +6.3% |
| 30D | +28.0% | +1.2% | +26.8% | +27.4% |
| 3M | +4.6% | +14.6% | -10.0% | +0.9% |
| 6M | -24.7% | +22.6% | -47.2% | -28.9% |
| YTD | -43.8% | +21.7% | -65.5% | -47.3% |
| 1Y | -65.8% | +6.7% | -72.5% | -66.9% |
| 3Y | +59.4% | +46.8% | +12.5% | +30.6% |
| All | +59.4% | +46.8% | +12.6% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling