-66.6%
RBLX vs EWZ
+36.3%
-102.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.5% |
| 7D | +12.4% | +6.5% | +5.9% | +10.3% |
| 30D | +19.7% | +4.8% | +14.8% | +17.9% |
| 3M | -0.1% | +9.9% | -10.0% | -3.3% |
| 6M | -35.7% | +1.9% | -37.7% | -36.5% |
| YTD | -46.6% | +20.3% | -66.9% | -47.1% |
| 1Y | -66.6% | +35.6% | -102.2% | -68.8% |
| All | -66.6% | +36.3% | -102.9% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 1y: compounded portfolio wealth divided by compounded EWZ 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…
1y analysis · Full analysis span regression · 6 months rolling