+23.3%
SHOP vs RBLX
-30.5%
+53.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.5% | -11.1% | -9.2% |
| 7D | -4.1% | +10.2% | -14.3% | -8.5% |
| 30D | -11.5% | +18.6% | -30.1% | -18.6% |
| 3M | +21.1% | +6.0% | +15.1% | +12.6% |
| 6M | +3.0% | -29.5% | +32.4% | +13.6% |
| YTD | -16.7% | -44.7% | +28.0% | +2.0% |
| 1Y | -8.3% | -65.1% | +56.8% | +37.1% |
| 3Y | +112.8% | +54.5% | +58.3% | +43.7% |
| 5Y | -9.3% | -46.3% | +37.1% | -17.6% |
| All | +23.3% | -30.5% | +53.8% | +4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling