-34.5%
RBLX vs ENB
+87.1%
-121.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.3% | +1.9% |
| 7D | +5.1% | -4.7% | +9.7% | +7.5% |
| 30D | +28.0% | -5.9% | +33.9% | +31.6% |
| 3M | +4.6% | -14.2% | +18.9% | +12.5% |
| 6M | -24.7% | -8.6% | -16.1% | -21.9% |
| YTD | -43.8% | +3.9% | -47.7% | -46.2% |
| 1Y | -65.8% | +1.8% | -67.6% | -66.9% |
| 3Y | +59.4% | +68.5% | -9.1% | +10.3% |
| 5Y | -48.2% | +62.4% | -110.7% | -60.5% |
| All | -34.5% | +87.1% | -121.6% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 10y: compounded portfolio wealth divided by compounded ENB 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…
10y analysis · Full analysis span regression · 6 months rolling