+30.8%
XLV vs RBLX
+55.8%
-25.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.2% |
| 7D | -3.6% | +5.1% | -8.6% | -3.6% |
| 30D | -1.8% | +28.0% | -29.9% | -2.2% |
| 3M | +7.8% | +4.6% | +3.2% | +7.5% |
| 6M | +9.1% | -24.7% | +33.8% | +9.2% |
| YTD | +7.7% | -43.8% | +51.6% | +8.0% |
| 1Y | +20.4% | -65.8% | +86.2% | +21.7% |
| 3Y | +30.8% | +59.4% | -28.6% | +21.9% |
| All | +30.8% | +55.8% | -25.0% | +21.9% |
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