-34.5%
RBLX vs ED
+84.9%
-119.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.6% | +1.3% |
| 7D | +5.1% | -0.8% | +5.8% | +4.9% |
| 30D | +28.0% | -0.4% | +28.4% | +27.9% |
| 3M | +4.6% | +0.5% | +4.2% | +4.8% |
| 6M | -24.7% | -3.1% | -21.5% | -24.9% |
| YTD | -43.8% | +9.8% | -53.7% | -42.9% |
| 1Y | -65.8% | +12.6% | -78.4% | -65.0% |
| 3Y | +59.4% | +31.4% | +28.0% | +63.9% |
| 5Y | -48.2% | +69.4% | -117.7% | -39.5% |
| All | -34.5% | +84.9% | -119.4% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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