+199.5%
XLE vs RBLX
-22.6%
+222.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.1% |
| 7D | +5.4% | +1.2% | +4.2% | +5.4% |
| 30D | -3.9% | +5.0% | -8.9% | -4.2% |
| 3M | +7.0% | +31.5% | -24.5% | +5.9% |
| 6M | +14.2% | +18.9% | -4.7% | +12.8% |
| YTD | +48.2% | -38.4% | +86.6% | +49.7% |
| 1Y | +47.7% | -50.7% | +98.4% | +50.7% |
| 3Y | +70.0% | +28.8% | +41.2% | +65.3% |
| 5Y | +169.1% | -53.6% | +222.7% | +157.0% |
| All | +199.5% | -22.6% | +222.1% | +184.3% |
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 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