-23.7%
RBLX vs EFA
+7.6%
-31.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.4% |
| 7D | +8.1% | -2.4% | +10.5% | +10.0% |
| 30D | +23.9% | -2.2% | +26.2% | +25.9% |
| 3M | +8.1% | +5.7% | +2.5% | +4.9% |
| 6M | -23.7% | +8.2% | -31.9% | -27.7% |
| All | -23.7% | +7.6% | -31.3% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 6mo: compounded portfolio wealth divided by compounded EFA 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…
6mo analysis · Full analysis span regression · 6 months rolling