-48.9%
RBLX vs ELF
+217.8%
-266.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +1.8% |
| 7D | +8.1% | -10.8% | +19.0% | +10.8% |
| 30D | +23.9% | +0.8% | +23.1% | +23.5% |
| 3M | +8.1% | +64.8% | -56.6% | -3.4% |
| 6M | -23.7% | +19.0% | -42.7% | -27.4% |
| YTD | -44.6% | +25.9% | -70.5% | -48.4% |
| 1Y | -66.2% | -28.8% | -37.4% | -65.3% |
| 3Y | +54.7% | -29.6% | +84.3% | +35.4% |
| 5Y | -48.9% | +216.2% | -265.2% | -87.6% |
| All | -48.9% | +217.8% | -266.8% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling