+59.4%
RBLX vs EFV
+90.2%
-30.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.5% |
| 7D | +5.1% | -0.8% | +5.9% | +5.7% |
| 30D | +28.0% | +0.6% | +27.4% | +27.4% |
| 3M | +4.6% | +7.5% | -2.9% | -0.9% |
| 6M | -24.7% | +13.0% | -37.7% | -31.7% |
| YTD | -43.8% | +18.3% | -62.2% | -50.7% |
| 1Y | -65.8% | +26.7% | -92.5% | -71.5% |
| 3Y | +59.4% | +89.6% | -30.2% | -6.8% |
| All | +59.4% | +90.2% | -30.9% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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