+96.1%
SHOP vs RBLX
+53.7%
+42.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.4% |
| 7D | -13.2% | +8.1% | -21.3% | -15.8% |
| 30D | -17.0% | +23.9% | -41.0% | -23.7% |
| 3M | +17.0% | +8.1% | +8.9% | +9.4% |
| 6M | -2.1% | -23.7% | +21.6% | +3.6% |
| YTD | -21.4% | -44.6% | +23.3% | -5.6% |
| 1Y | -11.0% | -66.2% | +55.2% | +29.5% |
| All | +96.1% | +53.7% | +42.4% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling