-35.5%
RBLX vs ELF
+279.6%
-315.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.9% | +8.4% | +4.6% |
| 7D | +10.2% | -1.2% | +11.4% | +10.4% |
| 30D | +18.6% | +5.9% | +12.7% | +17.0% |
| 3M | +6.0% | +99.5% | -93.6% | -8.9% |
| 6M | -29.5% | +26.5% | -56.0% | -33.7% |
| YTD | -44.7% | +37.2% | -81.9% | -49.3% |
| 1Y | -65.1% | -24.4% | -40.7% | -64.6% |
| 3Y | +54.5% | -23.3% | +77.8% | +34.2% |
| 5Y | -46.3% | +245.2% | -291.5% | -84.4% |
| All | -35.5% | +279.6% | -315.1% | -82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling