-35.9%
RBLX vs EOG
+157.5%
-193.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | +8.0% | -1.3% | +9.3% | +8.2% |
| 30D | +20.2% | +3.4% | +16.8% | +19.8% |
| 3M | +3.5% | +7.8% | -4.3% | +2.4% |
| 6M | -28.9% | +13.4% | -42.3% | -30.3% |
| YTD | -45.1% | +43.5% | -88.5% | -47.9% |
| 1Y | -66.2% | +29.7% | -95.9% | -67.5% |
| 3Y | +53.5% | +23.2% | +30.3% | +47.1% |
| 5Y | -48.4% | +176.4% | -224.9% | -50.3% |
| All | -35.9% | +157.5% | -193.5% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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