+9.1%
XLF vs RBLX
-67.7%
+76.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -1.0% |
| 7D | 0.0% | +12.4% | -12.4% | -0.6% |
| 30D | +0.2% | +19.7% | -19.5% | -0.7% |
| 3M | +11.7% | -0.1% | +11.8% | +11.1% |
| 6M | +13.8% | -35.7% | +49.5% | +15.3% |
| YTD | +7.0% | -46.6% | +53.5% | +9.0% |
| 1Y | +9.1% | -66.6% | +75.8% | +12.1% |
| All | +9.1% | -67.7% | +76.9% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling