-37.7%
RBLX vs ES
+7.1%
-44.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.0% |
| 3M | -0.1% | +1.7% | -1.8% | -0.2% |
| 6M | -35.7% | -3.5% | -32.2% | -35.4% |
| YTD | -46.6% | +7.9% | -54.5% | -47.2% |
| 1Y | -66.6% | +17.2% | -83.8% | -67.4% |
| 3Y | +52.3% | +29.3% | +23.0% | +43.6% |
| 5Y | -47.7% | -5.7% | -42.0% | -50.6% |
| All | -37.7% | +7.1% | -44.8% | -35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling