-35.4%
RBLX vs ZBRA
-27.8%
-7.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +8.1% | -3.8% | +11.9% | +10.3% |
| 30D | +23.9% | -10.2% | +34.1% | +30.9% |
| 3M | +8.1% | +58.7% | -50.5% | -20.0% |
| 6M | -23.7% | +61.9% | -85.6% | -45.1% |
| YTD | -44.6% | +41.7% | -86.3% | -57.6% |
| 1Y | -66.2% | +12.4% | -78.6% | -70.6% |
| 3Y | +54.7% | +34.2% | +20.5% | +5.1% |
| 5Y | -48.9% | -40.8% | -8.2% | -24.2% |
| All | -35.4% | -27.8% | -7.6% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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