+1,207.3%
STX vs RBLX
-29.5%
+1,236.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -3.9% |
| 7D | -2.3% | +5.1% | -7.3% | -2.9% |
| 30D | -5.5% | +28.0% | -33.5% | -8.4% |
| 3M | -4.3% | +4.6% | -8.9% | -6.1% |
| 6M | +115.6% | -24.7% | +140.3% | +119.1% |
| YTD | +202.2% | -43.8% | +246.0% | +218.3% |
| 1Y | +325.3% | -65.8% | +391.1% | +378.6% |
| 3Y | +1,283.9% | +59.4% | +1,224.5% | +1,133.7% |
| 5Y | +1,048.3% | -48.2% | +1,096.5% | +952.2% |
| All | +1,207.3% | -29.5% | +1,236.7% | +1,042.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling