+4.6%
TSLA vs RBLX
-67.7%
+72.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.3% | -10.3% | -6.6% |
| 7D | +1.5% | +12.4% | -10.9% | -0.4% |
| 30D | +10.1% | +19.7% | -9.6% | +6.9% |
| 3M | -15.4% | -0.1% | -15.3% | -16.2% |
| 6M | -12.8% | -35.7% | +23.0% | -8.3% |
| YTD | -21.3% | -46.6% | +25.3% | -15.0% |
| 1Y | +4.6% | -66.6% | +71.2% | +28.3% |
| All | +4.6% | -67.7% | +72.3% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling