+248.8%
TER vs RBLX
-30.5%
+279.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +3.5% |
| 7D | +11.0% | +10.2% | +0.7% | +8.9% |
| 30D | -1.9% | +18.6% | -20.5% | -5.3% |
| 3M | -0.7% | +6.0% | -6.6% | -3.9% |
| 6M | +36.4% | -29.5% | +65.8% | +41.6% |
| YTD | +92.4% | -44.7% | +137.1% | +109.4% |
| 1Y | +213.5% | -65.1% | +278.6% | +274.9% |
| 3Y | +277.2% | +54.5% | +222.7% | +214.0% |
| 5Y | +219.1% | -46.3% | +265.5% | +187.6% |
| All | +248.8% | -30.5% | +279.3% | +195.7% |
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 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