+59.4%
RBLX vs EW
+14.0%
+45.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.1% | +1.9% |
| 7D | +5.1% | -6.2% | +11.2% | +6.2% |
| 30D | +28.0% | -9.3% | +37.4% | +30.1% |
| 3M | +4.6% | -1.6% | +6.2% | +4.9% |
| 6M | -24.7% | -0.8% | -23.8% | -24.6% |
| YTD | -43.8% | -1.0% | -42.8% | -43.8% |
| 1Y | -65.8% | +8.2% | -73.9% | -66.1% |
| 3Y | +59.4% | +12.7% | +46.7% | +45.0% |
| All | +59.4% | +14.0% | +45.4% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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