-66.6%
RBLX vs ELF
-17.5%
-49.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.1% | +2.2% | +3.9% |
| 7D | +12.4% | +5.4% | +7.1% | +11.3% |
| 30D | +19.7% | +27.0% | -7.3% | +14.2% |
| 3M | -0.1% | +113.2% | -113.3% | -12.3% |
| 6M | -35.7% | +36.6% | -72.3% | -41.0% |
| YTD | -46.6% | +44.2% | -90.8% | -51.1% |
| 1Y | -66.6% | -18.0% | -48.6% | -68.4% |
| All | -66.6% | -17.5% | -49.1% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling