+196.9%
XLE vs RBLX
-30.5%
+227.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.4% | +1.0% |
| 7D | 0.0% | +10.2% | -10.2% | -0.3% |
| 30D | +12.6% | +18.6% | -6.0% | +12.0% |
| 3M | +11.8% | +6.0% | +5.9% | +11.1% |
| 6M | +16.1% | -29.5% | +45.5% | +17.0% |
| YTD | +46.9% | -44.7% | +91.6% | +49.2% |
| 1Y | +53.3% | -65.1% | +118.4% | +58.6% |
| 3Y | +54.9% | +54.5% | +0.4% | +49.7% |
| 5Y | +225.7% | -46.3% | +272.0% | +212.5% |
| All | +196.9% | -30.5% | +227.4% | +183.3% |
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 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