-34.5%
RBLX vs EOSE
-75.8%
+41.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.5% |
| 7D | +5.1% | +1.8% | +3.3% | +4.8% |
| 30D | +28.0% | -6.8% | +34.9% | +28.5% |
| 3M | +4.6% | -36.3% | +40.9% | +9.3% |
| 6M | -24.7% | -38.8% | +14.1% | -22.7% |
| YTD | -43.8% | -65.5% | +21.7% | -39.3% |
| 1Y | -65.8% | -45.3% | -20.5% | -65.8% |
| 3Y | +59.4% | +44.2% | +15.2% | +22.6% |
| 5Y | -48.2% | -69.5% | +21.3% | -60.6% |
| All | -34.5% | -75.8% | +41.3% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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