-35.9%
RBLX vs EWT
+185.0%
-220.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +8.0% | +2.1% | +5.9% | +6.4% |
| 30D | +20.2% | +9.4% | +10.8% | +12.1% |
| 3M | +3.5% | +10.9% | -7.3% | -6.6% |
| 6M | -28.9% | +57.9% | -86.9% | -54.4% |
| YTD | -45.1% | +75.9% | -121.0% | -68.1% |
| 1Y | -66.2% | +89.7% | -155.9% | -81.9% |
| 3Y | +53.5% | +200.9% | -147.4% | -53.5% |
| 5Y | -48.4% | +154.5% | -202.9% | -80.7% |
| All | -35.9% | +185.0% | -220.9% | -81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling