+82.4%
XLF vs RBLX
-29.5%
+111.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.6% |
| 7D | -1.5% | +5.1% | -6.5% | -1.8% |
| 30D | -1.2% | +28.0% | -29.2% | -2.8% |
| 3M | +9.2% | +4.6% | +4.6% | +8.2% |
| 6M | +16.3% | -24.7% | +41.0% | +17.5% |
| YTD | +5.4% | -43.8% | +49.3% | +8.3% |
| 1Y | +7.6% | -65.8% | +73.4% | +14.1% |
| 3Y | +74.2% | +59.4% | +14.8% | +64.3% |
| 5Y | +66.1% | -48.2% | +114.4% | +56.2% |
| All | +82.4% | -29.5% | +111.8% | +73.1% |
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 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