-37.7%
RBLX vs Z
-75.9%
+38.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.5% | +5.5% |
| 7D | +12.4% | -3.0% | +15.4% | +14.0% |
| 30D | +19.7% | -4.2% | +23.9% | +21.7% |
| 3M | -0.1% | -3.7% | +3.6% | +0.9% |
| 6M | -35.7% | -24.5% | -11.2% | -26.8% |
| YTD | -46.6% | -49.3% | +2.7% | -24.5% |
| 1Y | -66.6% | -58.7% | -8.0% | -48.2% |
| 3Y | +52.3% | -34.1% | +86.4% | +53.6% |
| 5Y | -47.7% | -64.5% | +16.8% | -35.0% |
| All | -37.7% | -75.9% | +38.2% | +5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling