-34.5%
RBLX vs ELV
+35.0%
-69.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.4% |
| 7D | +5.1% | +3.2% | +1.9% | +5.0% |
| 30D | +28.0% | +5.4% | +22.7% | +27.8% |
| 3M | +4.6% | +5.4% | -0.7% | +4.3% |
| 6M | -24.7% | +45.7% | -70.4% | -25.8% |
| YTD | -43.8% | +21.2% | -65.0% | -44.4% |
| 1Y | -65.8% | +35.6% | -101.4% | -66.2% |
| 3Y | +59.4% | -2.0% | +61.4% | +60.7% |
| 5Y | -48.2% | +26.0% | -74.2% | -41.3% |
| All | -34.5% | +35.0% | -69.5% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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