+72.9%
V vs RBLX
-29.5%
+102.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.8% |
| 7D | -1.2% | +5.1% | -6.3% | -1.6% |
| 30D | +3.1% | +28.0% | -25.0% | +1.2% |
| 3M | +16.3% | +4.6% | +11.7% | +15.2% |
| 6M | +20.4% | -24.7% | +45.0% | +21.6% |
| YTD | +6.3% | -43.8% | +50.1% | +9.2% |
| 1Y | +8.7% | -65.8% | +74.5% | +15.6% |
| 3Y | +53.3% | +59.4% | -6.1% | +42.9% |
| 5Y | +71.1% | -48.2% | +119.3% | +59.6% |
| All | +72.9% | -29.5% | +102.3% | +59.4% |
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