-35.9%
RBLX vs ELV
+27.4%
-63.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | +8.0% | -2.2% | +10.2% | +8.1% |
| 30D | +20.2% | -0.2% | +20.4% | +20.1% |
| 3M | +3.5% | -6.1% | +9.6% | +3.6% |
| 6M | -28.9% | +42.8% | -71.8% | -30.0% |
| YTD | -45.1% | +14.4% | -59.4% | -45.5% |
| 1Y | -66.2% | +28.6% | -94.8% | -66.6% |
| 3Y | +53.5% | -7.4% | +60.9% | +55.0% |
| 5Y | -48.4% | +14.5% | -62.9% | -42.6% |
| All | -35.9% | +27.4% | -63.4% | -17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling