+59.4%
RBLX vs EME
+252.2%
-192.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -2.9% | 0.0% |
| 7D | +5.1% | +3.5% | +1.5% | +3.9% |
| 30D | +28.0% | -6.3% | +34.4% | +30.4% |
| 3M | +4.6% | -3.8% | +8.4% | +4.9% |
| 6M | -24.7% | +8.5% | -33.2% | -29.2% |
| YTD | -43.8% | +27.8% | -71.7% | -50.8% |
| 1Y | -65.8% | +22.2% | -88.0% | -69.2% |
| 3Y | +59.4% | +253.5% | -194.1% | +6.0% |
| All | +59.4% | +252.2% | -192.9% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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