-48.9%
RBLX vs EL
-69.5%
+20.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.5% |
| 7D | +8.1% | -4.4% | +12.5% | +9.6% |
| 30D | +23.9% | +10.3% | +13.6% | +19.4% |
| 3M | +8.1% | +13.4% | -5.2% | +3.4% |
| 6M | -23.7% | +3.1% | -26.8% | -25.5% |
| YTD | -44.6% | -6.9% | -37.7% | -44.9% |
| 1Y | -66.2% | +11.9% | -78.1% | -68.7% |
| 3Y | +54.7% | -33.8% | +88.5% | +70.6% |
| 5Y | -48.9% | -69.0% | +20.0% | -0.2% |
| All | -48.9% | -69.5% | +20.5% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling