-35.9%
RBLX vs ETR
+185.8%
-221.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | +8.0% | +0.4% | +7.6% | +7.9% |
| 30D | +20.2% | +2.0% | +18.1% | +19.5% |
| 3M | +3.5% | -1.7% | +5.2% | +3.7% |
| 6M | -28.9% | +3.6% | -32.5% | -30.2% |
| YTD | -45.1% | +18.0% | -63.1% | -48.3% |
| 1Y | -66.2% | +26.2% | -92.5% | -68.9% |
| 3Y | +53.5% | +148.0% | -94.5% | +24.4% |
| 5Y | -48.4% | +126.1% | -174.5% | -57.4% |
| All | -35.9% | +185.8% | -221.8% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling