-100.0%
SOXS vs RBLX
-29.5%
-70.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -6.9% | -4.8% |
| 7D | -4.7% | +5.1% | -9.8% | -2.1% |
| 30D | +7.7% | +28.0% | -20.3% | +23.9% |
| 3M | -10.2% | +4.6% | -14.8% | -4.3% |
| 6M | -99.2% | -24.7% | -74.5% | -99.6% |
| YTD | -99.5% | -43.8% | -55.7% | -99.8% |
| 1Y | -99.8% | -65.8% | -34.0% | -99.9% |
| 3Y | -100.0% | +59.4% | -159.4% | -100.0% |
| 5Y | -100.0% | -48.2% | -51.8% | -100.0% |
| All | -100.0% | -29.5% | -70.5% | -100.0% |
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 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