-29.4%
TLT vs RBLX
-30.5%
+1.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.1% |
| 7D | +0.4% | +10.2% | -9.8% | +0.2% |
| 30D | -0.3% | +18.6% | -18.9% | -0.7% |
| 3M | -1.7% | +6.0% | -7.7% | -2.0% |
| 6M | -4.9% | -29.5% | +24.5% | -4.5% |
| YTD | -2.8% | -44.7% | +41.9% | -2.0% |
| 1Y | -4.2% | -65.1% | +60.9% | -2.6% |
| 3Y | -1.1% | +54.5% | -55.6% | -3.2% |
| 5Y | -33.7% | -46.3% | +12.6% | -34.7% |
| All | -29.4% | -30.5% | +1.1% | -30.8% |
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