-48.9%
RBLX vs ENB
+61.9%
-110.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.7% | +2.8% |
| 7D | +8.1% | -4.6% | +12.7% | +10.7% |
| 30D | +23.9% | -5.2% | +29.1% | +27.1% |
| 3M | +8.1% | -13.4% | +21.5% | +16.1% |
| 6M | -23.7% | -7.8% | -15.9% | -21.2% |
| YTD | -44.6% | +4.9% | -49.5% | -47.3% |
| 1Y | -66.2% | +3.2% | -69.5% | -67.6% |
| 3Y | +54.7% | +71.0% | -16.3% | +3.1% |
| 5Y | -48.9% | +64.0% | -112.9% | -64.7% |
| All | -48.9% | +61.9% | -110.9% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling