-48.9%
RBLX vs EMR
+62.1%
-111.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.5% |
| 7D | +8.1% | -1.2% | +9.3% | +8.9% |
| 30D | +23.9% | -9.4% | +33.3% | +30.7% |
| 3M | +8.1% | +8.6% | -0.4% | +1.5% |
| 6M | -23.7% | +6.7% | -30.4% | -28.3% |
| YTD | -44.6% | +13.1% | -57.7% | -49.5% |
| 1Y | -66.2% | +12.7% | -79.0% | -69.3% |
| 3Y | +54.7% | +58.1% | -3.4% | +6.3% |
| 5Y | -48.9% | +63.6% | -112.6% | -68.6% |
| All | -48.9% | +62.1% | -111.1% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling