-34.5%
RBLX vs ETN
+241.2%
-275.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.6% | -0.3% |
| 7D | +5.1% | +3.5% | +1.5% | +3.5% |
| 30D | +28.0% | -7.5% | +35.5% | +31.9% |
| 3M | +4.6% | +8.3% | -3.7% | -2.0% |
| 6M | -24.7% | +20.2% | -44.8% | -34.4% |
| YTD | -43.8% | +34.7% | -78.5% | -54.2% |
| 1Y | -65.8% | +19.4% | -85.2% | -70.3% |
| 3Y | +59.4% | +85.5% | -26.1% | -3.8% |
| 5Y | -48.2% | +186.6% | -234.8% | -79.1% |
| All | -34.5% | +241.2% | -275.8% | -74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling