+28.8%
RBLX vs ECL
+79.8%
-51.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -3.2% |
| 7D | +1.2% | +2.9% | -1.6% | +0.7% |
| 30D | +5.0% | +7.5% | -2.5% | +3.8% |
| 3M | +31.5% | +12.2% | +19.3% | +29.0% |
| 6M | +18.9% | +24.6% | -5.6% | +14.6% |
| YTD | -38.4% | +18.8% | -57.2% | -40.4% |
| 1Y | -50.7% | +19.3% | -70.1% | -52.3% |
| 3Y | +28.8% | +78.2% | -49.4% | +15.7% |
| All | +28.8% | +79.8% | -51.0% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling