+33.6%
TSLA vs RBLX
+55.8%
-22.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.1% |
| 7D | +3.2% | +5.1% | -1.8% | +1.8% |
| 30D | +11.6% | +28.0% | -16.4% | +4.0% |
| 3M | -8.4% | +4.6% | -13.1% | -11.8% |
| 6M | -10.4% | -24.7% | +14.3% | -6.1% |
| YTD | -18.7% | -43.8% | +25.1% | -7.7% |
| 1Y | -0.9% | -65.8% | +64.9% | +34.3% |
| 3Y | +33.6% | +59.4% | -25.8% | +3.6% |
| All | +33.6% | +55.8% | -22.2% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling