-48.9%
RBLX vs Z
-66.6%
+17.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +2.3% |
| 7D | +8.1% | -11.6% | +19.7% | +15.0% |
| 30D | +23.9% | -8.5% | +32.4% | +28.9% |
| 3M | +8.1% | -7.9% | +16.0% | +11.4% |
| 6M | -23.7% | -29.1% | +5.4% | -10.8% |
| YTD | -44.6% | -54.2% | +9.6% | -18.2% |
| 1Y | -66.2% | -63.5% | -2.7% | -44.4% |
| 3Y | +54.7% | -38.6% | +93.3% | +60.2% |
| 5Y | -48.9% | -66.0% | +17.0% | -44.7% |
| All | -48.9% | -66.6% | +17.6% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling