+229.8%
XOM vs RBLX
-29.5%
+259.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.4% |
| 7D | +4.1% | +5.1% | -1.0% | +4.0% |
| 30D | +4.6% | +28.0% | -23.4% | +4.1% |
| 3M | +14.0% | +4.6% | +9.3% | +13.6% |
| 6M | +11.0% | -24.7% | +35.6% | +11.3% |
| YTD | +40.7% | -43.8% | +84.5% | +42.0% |
| 1Y | +52.3% | -65.8% | +118.1% | +55.6% |
| 3Y | +60.5% | +59.4% | +1.1% | +56.6% |
| 5Y | +266.4% | -48.2% | +314.6% | +253.0% |
| All | +229.8% | -29.5% | +259.2% | +218.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling