-46.2%
RBLX vs ET
+241.8%
-288.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.8% |
| 7D | +5.1% | +0.2% | +4.8% | +4.9% |
| 30D | +28.0% | +2.9% | +25.2% | +26.0% |
| 3M | +4.6% | +16.8% | -12.2% | -4.5% |
| 6M | -24.7% | +18.9% | -43.5% | -32.2% |
| YTD | -43.8% | +37.7% | -81.5% | -53.7% |
| 1Y | -65.8% | +32.4% | -98.2% | -71.2% |
| 3Y | +59.4% | +99.5% | -40.1% | +4.7% |
| All | -46.2% | +241.8% | -288.0% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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