+120.4%
XLK vs RBLX
+55.8%
+64.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.1% |
| 7D | +0.2% | +5.1% | -4.8% | -0.5% |
| 30D | -0.6% | +28.0% | -28.7% | -4.3% |
| 3M | +2.6% | +4.6% | -2.1% | +0.1% |
| 6M | +34.0% | -24.7% | +58.6% | +37.2% |
| YTD | +30.7% | -43.8% | +74.5% | +40.1% |
| 1Y | +39.2% | -65.8% | +105.0% | +63.0% |
| 3Y | +120.4% | +59.4% | +61.1% | +91.7% |
| All | +120.4% | +55.8% | +64.6% | +91.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling