+32.1%
RBLX vs ES
+48.8%
-16.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +12.6% | +0.9% | +11.8% | +12.5% |
| 30D | +6.4% | +5.9% | +0.5% | +5.9% |
| 3M | +38.2% | -1.0% | +39.2% | +38.2% |
| 6M | +22.1% | +7.2% | +15.0% | +22.0% |
| YTD | -36.8% | +7.0% | -43.8% | -37.0% |
| 1Y | -51.4% | +0.5% | -51.9% | -51.3% |
| All | +32.1% | +48.8% | -16.7% | +27.7% |
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