-35.9%
RBLX vs EWZ
+79.4%
-115.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.1% |
| 7D | +8.0% | -0.1% | +8.1% | +8.1% |
| 30D | +20.2% | +8.2% | +12.0% | +16.0% |
| 3M | +3.5% | +13.3% | -9.8% | -2.6% |
| 6M | -28.9% | +3.6% | -32.5% | -30.5% |
| YTD | -45.1% | +21.0% | -66.0% | -50.0% |
| 1Y | -66.2% | +34.7% | -100.9% | -70.9% |
| 3Y | +53.5% | +48.3% | +5.2% | +24.4% |
| 5Y | -48.4% | +60.1% | -108.5% | -60.4% |
| All | -35.9% | +79.4% | -115.3% | -56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling