-35.5%
RBLX vs EMB
+14.3%
-49.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.7% |
| 7D | +10.2% | +0.3% | +9.9% | +9.5% |
| 30D | +18.6% | -0.5% | +19.1% | +19.9% |
| 3M | +6.0% | +0.3% | +5.6% | +5.9% |
| 6M | -29.5% | +1.2% | -30.6% | -30.8% |
| YTD | -44.7% | +1.5% | -46.2% | -46.1% |
| 1Y | -65.1% | +4.8% | -69.9% | -68.3% |
| 3Y | +54.5% | +30.4% | +24.1% | -12.5% |
| 5Y | -46.3% | +7.3% | -53.6% | -36.7% |
| All | -35.5% | +14.3% | -49.8% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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