-34.5%
RBLX vs ELF
+252.7%
-287.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.1% |
| 7D | +5.1% | -11.6% | +16.7% | +7.8% |
| 30D | +28.0% | +4.6% | +23.4% | +26.5% |
| 3M | +4.6% | +59.7% | -55.1% | -5.7% |
| 6M | -24.7% | +21.2% | -45.9% | -28.5% |
| YTD | -43.8% | +27.4% | -71.3% | -47.7% |
| 1Y | -65.8% | -29.8% | -36.0% | -64.7% |
| 3Y | +59.4% | -28.5% | +87.8% | +40.3% |
| 5Y | -48.2% | +220.0% | -268.3% | -84.7% |
| All | -34.5% | +252.7% | -287.2% | -81.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling