-66.6%
RBLX vs ETN
+20.7%
-87.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.5% | +0.9% | +4.0% |
| 7D | +12.4% | +2.0% | +10.4% | +12.2% |
| 30D | +19.7% | -7.9% | +27.6% | +20.4% |
| 3M | -0.1% | -1.6% | +1.5% | 0.0% |
| 6M | -35.7% | +16.9% | -52.6% | -41.7% |
| YTD | -46.6% | +30.1% | -76.6% | -54.1% |
| 1Y | -66.6% | +19.3% | -85.9% | -69.5% |
| All | -66.6% | +20.7% | -87.3% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 1y: compounded portfolio wealth divided by compounded ETN 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…
1y analysis · Full analysis span regression · 6 months rolling