+83.1%
SPY vs RBLX
-48.0%
+131.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.7% |
| 7D | -0.8% | +5.1% | -5.8% | -1.3% |
| 30D | -1.1% | +28.0% | -29.1% | -3.6% |
| 3M | +3.9% | +4.6% | -0.8% | +2.3% |
| 6M | +13.6% | -24.7% | +38.3% | +15.3% |
| YTD | +12.7% | -43.8% | +56.5% | +17.4% |
| 1Y | +17.5% | -65.8% | +83.3% | +28.9% |
| 3Y | +76.9% | +59.4% | +17.5% | +60.4% |
| All | +83.1% | -48.0% | +131.1% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling