+58.9%
XLV vs RBLX
-29.5%
+88.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.2% |
| 7D | -3.6% | +5.1% | -8.6% | -3.7% |
| 30D | -1.8% | +28.0% | -29.9% | -2.6% |
| 3M | +7.8% | +4.6% | +3.2% | +7.3% |
| 6M | +9.1% | -24.7% | +33.8% | +9.6% |
| YTD | +7.7% | -43.8% | +51.6% | +9.1% |
| 1Y | +20.4% | -65.8% | +86.2% | +23.9% |
| 3Y | +30.8% | +59.4% | -28.6% | +24.9% |
| 5Y | +34.6% | -48.2% | +82.9% | +28.3% |
| All | +58.9% | -29.5% | +88.4% | +51.1% |
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