+201.9%
XLK vs RBLX
-29.5%
+231.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.2% |
| 3M | +2.6% | +4.6% | -2.1% | +0.5% |
| 6M | +34.0% | -24.7% | +58.6% | +36.7% |
| YTD | +30.7% | -43.8% | +74.5% | +38.4% |
| 1Y | +39.2% | -65.8% | +105.0% | +58.1% |
| 3Y | +120.4% | +59.4% | +61.1% | +94.9% |
| 5Y | +148.8% | -48.2% | +197.0% | +130.1% |
| All | +201.9% | -29.5% | +231.4% | +169.5% |
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