-35.5%
RBLX vs EL
-60.9%
+25.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +4.1% |
| 7D | +10.2% | +1.7% | +8.5% | +9.6% |
| 30D | +18.6% | +15.5% | +3.1% | +12.7% |
| 3M | +6.0% | +20.6% | -14.6% | -0.6% |
| 6M | -29.5% | +10.5% | -39.9% | -32.6% |
| YTD | -44.7% | -1.9% | -42.8% | -45.8% |
| 1Y | -65.1% | +16.1% | -81.2% | -68.0% |
| 3Y | +54.5% | -30.2% | +84.7% | +66.7% |
| 5Y | -46.3% | -67.4% | +21.1% | -0.1% |
| All | -35.5% | -60.9% | +25.4% | -0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling