-34.5%
RBLX vs ECL
+36.4%
-70.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.2% |
| 7D | +5.1% | -1.1% | +6.2% | +5.9% |
| 30D | +28.0% | -0.8% | +28.8% | +28.5% |
| 3M | +4.6% | +5.0% | -0.4% | +0.4% |
| 6M | -24.7% | +0.2% | -24.9% | -25.8% |
| YTD | -43.8% | +5.8% | -49.6% | -47.3% |
| 1Y | -65.8% | +1.5% | -67.3% | -67.2% |
| 3Y | +59.4% | +55.0% | +4.4% | -2.9% |
| 5Y | -48.2% | +29.3% | -77.5% | -66.5% |
| All | -34.5% | +36.4% | -70.9% | -58.0% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling