+65.2%
TSLA vs RBLX
-31.0%
+96.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +3.0% | +8.0% | -5.0% | +0.8% |
| 30D | +11.2% | +20.2% | -9.0% | +5.6% |
| 3M | -7.3% | +3.5% | -10.8% | -10.1% |
| 6M | -7.7% | -28.9% | +21.2% | -2.3% |
| YTD | -18.2% | -45.1% | +26.8% | -8.1% |
| 1Y | +6.0% | -66.2% | +72.2% | +36.4% |
| 3Y | +48.0% | +53.5% | -5.5% | +19.2% |
| 5Y | +46.2% | -48.4% | +94.6% | +31.2% |
| All | +65.2% | -31.0% | +96.1% | +39.7% |
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