-34.5%
RBLX vs ELAN
-29.5%
-5.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.0% |
| 7D | +5.1% | -5.4% | +10.5% | +6.7% |
| 30D | +28.0% | +4.7% | +23.3% | +26.1% |
| 3M | +4.6% | -3.7% | +8.3% | +5.0% |
| 6M | -24.7% | -1.2% | -23.5% | -26.1% |
| YTD | -43.8% | +2.4% | -46.2% | -45.5% |
| 1Y | -65.8% | +23.4% | -89.2% | -69.0% |
| 3Y | +59.4% | +96.7% | -37.3% | +4.1% |
| 5Y | -48.2% | -30.6% | -17.6% | -48.3% |
| All | -34.5% | -29.5% | -5.0% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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