+1,324.1%
STX vs RBLX
-30.5%
+1,354.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.5% | +3.0% | +6.0% |
| 7D | +10.7% | +10.2% | +0.5% | +9.4% |
| 30D | +11.3% | +18.6% | -7.3% | +8.8% |
| 3M | +3.2% | +6.0% | -2.7% | +1.2% |
| 6M | +157.0% | -29.5% | +186.4% | +163.4% |
| YTD | +229.2% | -44.7% | +273.9% | +247.4% |
| 1Y | +381.8% | -65.1% | +447.0% | +440.6% |
| 3Y | +1,383.2% | +54.5% | +1,328.7% | +1,227.6% |
| 5Y | +1,144.9% | -46.3% | +1,191.2% | +1,036.5% |
| All | +1,324.1% | -30.5% | +1,354.6% | +1,147.1% |
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