-46.2%
RBLX vs EWT
+149.5%
-195.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | 0.0% |
| 7D | +5.1% | -1.1% | +6.2% | +5.9% |
| 30D | +28.0% | +4.5% | +23.6% | +23.5% |
| 3M | +4.6% | +8.3% | -3.6% | -4.3% |
| 6M | -24.7% | +54.2% | -78.9% | -52.0% |
| YTD | -43.8% | +74.6% | -118.4% | -68.5% |
| 1Y | -65.8% | +84.9% | -150.7% | -82.0% |
| 3Y | +59.4% | +197.5% | -138.2% | -57.5% |
| All | -46.2% | +149.5% | -195.7% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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