-46.2%
RBLX vs EWJ
+50.5%
-96.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | -0.8% |
| 7D | +5.1% | +0.3% | +4.8% | +4.7% |
| 30D | +28.0% | +0.8% | +27.2% | +26.9% |
| 3M | +4.6% | +7.5% | -2.9% | -3.1% |
| 6M | -24.7% | +15.6% | -40.2% | -35.9% |
| YTD | -43.8% | +22.7% | -66.6% | -55.4% |
| 1Y | -65.8% | +26.4% | -92.2% | -73.8% |
| 3Y | +59.4% | +72.5% | -13.2% | -24.4% |
| All | -46.2% | +50.5% | -96.8% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 5y: compounded portfolio wealth divided by compounded EWJ 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…
5y analysis · Full analysis span regression · 6 months rolling