-35.5%
RBLX vs EMR
+87.8%
-123.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | +10.2% | +3.1% | +7.1% | +8.5% |
| 30D | +18.6% | -3.5% | +22.1% | +20.5% |
| 3M | +6.0% | +9.8% | -3.8% | -0.7% |
| 6M | -29.5% | +10.8% | -40.2% | -34.8% |
| YTD | -44.7% | +15.9% | -60.6% | -49.9% |
| 1Y | -65.1% | +16.4% | -81.5% | -68.6% |
| 3Y | +54.5% | +62.1% | -7.6% | +8.9% |
| 5Y | -46.3% | +62.9% | -109.2% | -66.1% |
| All | -35.5% | +87.8% | -123.3% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling