-35.4%
RBLX vs IEFA
+63.7%
-99.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +2.0% |
| 7D | +8.1% | -2.4% | +10.5% | +11.7% |
| 30D | +23.9% | -2.1% | +26.0% | +27.4% |
| 3M | +8.1% | +5.5% | +2.6% | +0.7% |
| 6M | -23.7% | +8.1% | -31.8% | -32.1% |
| YTD | -44.6% | +11.9% | -56.5% | -53.0% |
| 1Y | -66.2% | +18.1% | -84.3% | -73.5% |
| 3Y | +54.7% | +65.5% | -10.8% | -30.5% |
| 5Y | -48.9% | +50.1% | -99.0% | -73.5% |
| All | -35.4% | +63.7% | -99.2% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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