+59.4%
RBLX vs ETR
+143.8%
-84.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +5.1% | -1.8% | +6.9% | +5.7% |
| 30D | +28.0% | -1.8% | +29.8% | +28.7% |
| 3M | +4.6% | -3.6% | +8.2% | +5.4% |
| 6M | -24.7% | +2.6% | -27.3% | -26.6% |
| YTD | -43.8% | +16.0% | -59.9% | -48.5% |
| 1Y | -65.8% | +20.1% | -85.9% | -69.2% |
| 3Y | +59.4% | +143.6% | -84.2% | +25.4% |
| All | +59.4% | +143.8% | -84.5% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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