+110.8%
SPY vs RBLX
-31.0%
+141.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -0.4% | +8.0% | -8.4% | -1.1% |
| 30D | -1.4% | +20.2% | -21.5% | -3.2% |
| 3M | +3.7% | +3.5% | +0.2% | +2.4% |
| 6M | +13.0% | -28.9% | +41.9% | +15.2% |
| YTD | +12.4% | -45.1% | +57.5% | +17.0% |
| 1Y | +18.5% | -66.2% | +84.8% | +29.3% |
| 3Y | +77.6% | +53.5% | +24.2% | +63.3% |
| 5Y | +81.7% | -48.4% | +130.1% | +69.7% |
| All | +110.8% | -31.0% | +141.7% | +94.3% |
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