-35.4%
RBLX vs XYZ
-65.9%
+30.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +8.1% | -5.2% | +13.3% | +11.0% |
| 30D | +23.9% | 0.0% | +23.9% | +23.4% |
| 3M | +8.1% | +18.7% | -10.5% | -1.2% |
| 6M | -23.7% | +20.5% | -44.2% | -31.7% |
| YTD | -44.6% | +21.5% | -66.1% | -51.5% |
| 1Y | -66.2% | +7.2% | -73.4% | -68.9% |
| 3Y | +54.7% | +49.0% | +5.7% | -3.6% |
| 5Y | -48.9% | -68.1% | +19.2% | -24.2% |
| All | -35.4% | -65.9% | +30.4% | -7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling