-34.5%
RBLX vs EAT
+197.2%
-231.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | +5.1% | -7.7% | +12.8% | +7.7% |
| 30D | +28.0% | -13.6% | +41.6% | +33.6% |
| 3M | +4.6% | +33.9% | -29.2% | -6.7% |
| 6M | -24.7% | +47.2% | -71.9% | -35.9% |
| YTD | -43.8% | +48.1% | -91.9% | -52.5% |
| 1Y | -65.8% | +33.7% | -99.5% | -70.3% |
| 3Y | +59.4% | +595.8% | -536.4% | -34.2% |
| 5Y | -48.2% | +314.4% | -362.6% | -78.2% |
| All | -34.5% | +197.2% | -231.7% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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