+57.2%
RBLX vs ELF
-30.3%
+87.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +1.4% |
| 7D | +8.1% | -10.8% | +19.0% | +9.7% |
| 30D | +23.9% | +0.8% | +23.1% | +23.7% |
| 3M | +8.1% | +64.8% | -56.6% | +1.8% |
| 6M | -23.7% | +19.0% | -42.7% | -26.0% |
| YTD | -44.6% | +25.9% | -70.5% | -46.7% |
| 1Y | -66.2% | -28.8% | -37.4% | -66.1% |
| All | +57.2% | -30.3% | +87.5% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling