-35.4%
RBLX vs ET
+308.8%
-344.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +8.1% | +1.4% | +6.8% | +7.5% |
| 30D | +23.9% | +4.6% | +19.3% | +21.3% |
| 3M | +8.1% | +16.0% | -7.9% | +0.2% |
| 6M | -23.7% | +22.8% | -46.5% | -31.5% |
| YTD | -44.6% | +38.9% | -83.5% | -53.3% |
| 1Y | -66.2% | +34.1% | -100.3% | -71.0% |
| 3Y | +54.7% | +98.8% | -44.1% | +9.8% |
| 5Y | -48.9% | +246.8% | -295.8% | -68.9% |
| All | -35.4% | +308.8% | -344.2% | -62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling