+54.5%
RBLX vs ES
+33.1%
+21.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.4% |
| 7D | +10.2% | +1.4% | +8.8% | +10.1% |
| 30D | +18.6% | -1.2% | +19.8% | +18.7% |
| 3M | +6.0% | +5.0% | +1.0% | +5.9% |
| 6M | -29.5% | -2.8% | -26.6% | -29.2% |
| YTD | -44.7% | +8.6% | -53.3% | -44.9% |
| 1Y | -65.1% | +18.9% | -84.0% | -65.2% |
| 3Y | +54.5% | +32.1% | +22.4% | +44.2% |
| All | +54.5% | +33.1% | +21.4% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling