+59.4%
RBLX vs EFX
-12.2%
+71.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | +5.1% | -4.5% | +9.6% | +6.8% |
| 30D | +28.0% | -6.1% | +34.1% | +30.4% |
| 3M | +4.6% | +6.2% | -1.6% | +1.7% |
| 6M | -24.7% | -11.2% | -13.4% | -22.0% |
| YTD | -43.8% | -21.4% | -22.4% | -39.5% |
| 1Y | -65.8% | -34.3% | -31.5% | -61.0% |
| 3Y | +59.4% | -12.5% | +71.9% | +61.2% |
| All | +59.4% | -12.2% | +71.6% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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