-35.4%
RBLX vs ZBH
-36.9%
+1.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.4% |
| 7D | +8.1% | -6.6% | +14.7% | +10.1% |
| 30D | +23.9% | -4.9% | +28.8% | +25.5% |
| 3M | +8.1% | +5.1% | +3.0% | +6.1% |
| 6M | -23.7% | +1.3% | -25.1% | -24.5% |
| YTD | -44.6% | +3.4% | -48.0% | -45.7% |
| 1Y | -66.2% | -8.7% | -57.5% | -65.8% |
| 3Y | +54.7% | -21.2% | +75.9% | +63.5% |
| 5Y | -48.9% | -29.2% | -19.7% | -50.7% |
| All | -35.4% | -36.9% | +1.4% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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