-34.5%
RBLX vs Z
-77.4%
+42.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.6% | -0.8% |
| 7D | +5.1% | -6.0% | +11.1% | +8.3% |
| 30D | +28.0% | -2.3% | +30.3% | +28.6% |
| 3M | +4.6% | -0.6% | +5.2% | +3.5% |
| 6M | -24.7% | -27.6% | +3.0% | -12.6% |
| YTD | -43.8% | -52.4% | +8.5% | -18.2% |
| 1Y | -65.8% | -63.6% | -2.2% | -42.9% |
| 3Y | +59.4% | -36.4% | +95.8% | +62.3% |
| 5Y | -48.2% | -64.6% | +16.4% | -36.4% |
| All | -34.5% | -77.4% | +42.8% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling