-66.6%
RBLX vs ES
+16.6%
-83.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.4% |
| 7D | +12.4% | +0.3% | +12.1% | +12.3% |
| 30D | +19.7% | -2.0% | +21.6% | +20.1% |
| 3M | -0.1% | +1.7% | -1.8% | +0.2% |
| 6M | -35.7% | -3.5% | -32.2% | -35.0% |
| YTD | -46.6% | +7.9% | -54.5% | -47.0% |
| 1Y | -66.6% | +17.2% | -83.8% | -66.8% |
| All | -66.6% | +16.6% | -83.2% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling