-53.8%
RBLX vs ED
+85.1%
-138.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -2.7% |
| 7D | +1.2% | +2.1% | -0.8% | +1.6% |
| 30D | +5.0% | +10.4% | -5.4% | +7.0% |
| 3M | +31.5% | +12.5% | +19.0% | +34.6% |
| 6M | +18.9% | +14.9% | +4.0% | +22.2% |
| YTD | -38.4% | +24.8% | -63.2% | -35.9% |
| 1Y | -50.7% | +23.8% | -74.6% | -48.7% |
| 3Y | +28.8% | +51.6% | -22.8% | +33.5% |
| All | -53.8% | +85.1% | -138.9% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling