-34.5%
RBLX vs EL
-62.6%
+28.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | +5.1% | -6.5% | +11.5% | +7.2% |
| 30D | +28.0% | +11.1% | +16.9% | +23.1% |
| 3M | +4.6% | +10.7% | -6.1% | +0.8% |
| 6M | -24.7% | +6.9% | -31.5% | -27.2% |
| YTD | -43.8% | -6.3% | -37.6% | -44.2% |
| 1Y | -65.8% | +13.5% | -79.2% | -68.4% |
| 3Y | +59.4% | -33.1% | +92.4% | +73.8% |
| 5Y | -48.2% | -68.8% | +20.5% | -2.4% |
| All | -34.5% | -62.6% | +28.1% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling