-37.7%
RBLX vs ED
+86.3%
-124.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.7% | +4.1% |
| 7D | +12.4% | -0.2% | +12.6% | +12.4% |
| 30D | +19.7% | -0.1% | +19.8% | +19.7% |
| 3M | -0.1% | +3.9% | -4.0% | +0.7% |
| 6M | -35.7% | -3.0% | -32.7% | -36.0% |
| YTD | -46.6% | +10.7% | -57.2% | -45.5% |
| 1Y | -66.6% | +13.3% | -80.0% | -65.8% |
| 3Y | +52.3% | +34.5% | +17.8% | +56.8% |
| 5Y | -47.7% | +67.1% | -114.9% | -39.8% |
| All | -37.7% | +86.3% | -124.0% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling