-35.9%
RBLX vs EFV
+103.2%
-139.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | +0.2% |
| 7D | +8.0% | -0.5% | +8.5% | +8.5% |
| 30D | +20.2% | 0.0% | +20.1% | +20.1% |
| 3M | +3.5% | +8.4% | -4.9% | -4.5% |
| 6M | -28.9% | +12.3% | -41.3% | -37.1% |
| YTD | -45.1% | +17.4% | -62.5% | -53.5% |
| 1Y | -66.2% | +27.1% | -93.3% | -73.8% |
| 3Y | +53.5% | +90.7% | -37.2% | -25.9% |
| 5Y | -48.4% | +95.6% | -144.1% | -77.3% |
| All | -35.9% | +103.2% | -139.2% | -73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling