+18.4%
SHOP vs RBLX
-29.5%
+47.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.1% |
| 7D | -11.2% | +5.1% | -16.3% | -13.3% |
| 30D | -14.4% | +28.0% | -42.4% | -23.9% |
| 3M | +16.6% | +4.6% | +12.0% | +9.2% |
| 6M | -0.6% | -24.7% | +24.1% | +6.4% |
| YTD | -20.0% | -43.8% | +23.9% | -2.7% |
| 1Y | -11.2% | -65.8% | +54.6% | +34.2% |
| 3Y | +99.5% | +59.4% | +40.1% | +32.8% |
| 5Y | -13.2% | -48.2% | +35.0% | -20.7% |
| All | +18.4% | -29.5% | +47.8% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBLX.
Daily Out/Under-Performance
Portfolio return minus RBLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBLX 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 RBLX 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