+228.3%
XOM vs RBLX
-30.4%
+258.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.6% |
| 7D | +1.9% | +8.1% | -6.3% | +1.7% |
| 30D | +4.1% | +23.9% | -19.8% | +3.6% |
| 3M | +10.4% | +8.1% | +2.3% | +10.0% |
| 6M | +13.0% | -23.7% | +36.7% | +13.3% |
| YTD | +40.1% | -44.6% | +84.7% | +41.4% |
| 1Y | +51.1% | -66.2% | +117.3% | +54.4% |
| 3Y | +57.7% | +54.7% | +3.0% | +54.0% |
| 5Y | +264.7% | -48.9% | +313.7% | +251.5% |
| All | +228.3% | -30.4% | +258.7% | +216.8% |
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