-66.6%
RBLX vs EMR
+19.4%
-86.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.7% |
| 7D | +12.4% | -1.5% | +13.9% | +13.0% |
| 30D | +19.7% | -5.6% | +25.3% | +22.1% |
| 3M | -0.1% | +7.9% | -8.0% | -4.4% |
| 6M | -35.7% | +6.0% | -41.8% | -38.5% |
| YTD | -46.6% | +16.4% | -63.0% | -48.7% |
| 1Y | -66.6% | +16.6% | -83.2% | -68.0% |
| All | -66.6% | +19.4% | -86.1% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling