+59.4%
RBLX vs EQH
+100.2%
-40.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.8% |
| 7D | +5.1% | +0.7% | +4.3% | +4.7% |
| 30D | +28.0% | +2.8% | +25.2% | +26.2% |
| 3M | +4.6% | +23.1% | -18.5% | -4.7% |
| 6M | -24.7% | +41.4% | -66.1% | -36.0% |
| YTD | -43.8% | +14.3% | -58.1% | -47.7% |
| 1Y | -65.8% | +1.6% | -67.4% | -66.5% |
| 3Y | +59.4% | +102.7% | -43.3% | +7.2% |
| All | +59.4% | +100.2% | -40.9% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 3y: compounded portfolio wealth divided by compounded EQH 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…
3y analysis · Full analysis span regression · 6 months rolling