+59.4%
RBLX vs ELV
-2.1%
+61.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.4% |
| 7D | +5.1% | +3.2% | +1.9% | +5.1% |
| 30D | +28.0% | +5.4% | +22.7% | +28.1% |
| 3M | +4.6% | +5.4% | -0.7% | +4.5% |
| 6M | -24.7% | +45.7% | -70.4% | -24.5% |
| YTD | -43.8% | +21.2% | -65.0% | -43.9% |
| 1Y | -65.8% | +35.6% | -101.4% | -65.6% |
| 3Y | +59.4% | -2.0% | +61.4% | +68.4% |
| All | +59.4% | -2.1% | +61.5% | +68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling