-30.5%
TLT vs RBLX
-29.5%
-1.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | +0.1% |
| 7D | -1.6% | +5.1% | -6.7% | -1.7% |
| 30D | -1.1% | +28.0% | -29.2% | -1.6% |
| 3M | -4.9% | +4.6% | -9.5% | -5.1% |
| 6M | -5.0% | -24.7% | +19.6% | -4.8% |
| YTD | -4.4% | -43.8% | +39.5% | -3.6% |
| 1Y | -6.4% | -65.8% | +59.4% | -4.8% |
| 3Y | -2.0% | +59.4% | -61.4% | -4.2% |
| 5Y | -35.0% | -48.2% | +13.2% | -35.9% |
| All | -30.5% | -29.5% | -1.1% | -31.9% |
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