-66.6%
RBLX vs ECL
+3.0%
-69.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | +12.4% | -2.6% | +15.0% | +12.5% |
| 30D | +19.7% | -2.2% | +21.8% | +19.7% |
| 3M | -0.1% | +10.1% | -10.2% | +0.2% |
| 6M | -35.7% | -5.7% | -30.0% | -37.1% |
| YTD | -46.6% | +7.0% | -53.5% | -45.8% |
| 1Y | -66.6% | +2.7% | -69.3% | -66.0% |
| All | -66.6% | +3.0% | -69.7% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling