-35.5%
RBLX vs EW
+5.0%
-40.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.5% | +7.0% | +5.3% |
| 7D | +10.2% | -4.4% | +14.6% | +12.7% |
| 30D | +18.6% | -3.3% | +21.9% | +20.4% |
| 3M | +6.0% | +1.0% | +4.9% | +5.4% |
| 6M | -29.5% | +6.2% | -35.7% | -31.9% |
| YTD | -44.7% | +1.7% | -46.4% | -45.5% |
| 1Y | -65.1% | +8.1% | -73.2% | -66.9% |
| 3Y | +54.5% | +17.1% | +37.4% | +20.0% |
| 5Y | -46.3% | -29.4% | -17.0% | -37.7% |
| All | -35.5% | +5.0% | -40.5% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling