+57.2%
RBLX vs EL
-34.4%
+91.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.0% |
| 7D | +8.1% | -4.4% | +12.5% | +8.6% |
| 30D | +23.9% | +10.3% | +13.6% | +22.6% |
| 3M | +8.1% | +13.4% | -5.2% | +6.7% |
| 6M | -23.7% | +3.1% | -26.8% | -24.6% |
| YTD | -44.6% | -6.9% | -37.7% | -44.9% |
| 1Y | -66.2% | +11.9% | -78.1% | -66.7% |
| All | +57.2% | -34.4% | +91.6% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling