-34.5%
RBLX vs ESI
+76.2%
-110.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | +5.1% | -4.6% | +9.7% | +7.3% |
| 30D | +28.0% | -10.5% | +38.5% | +34.4% |
| 3M | +4.6% | -19.8% | +24.4% | +12.8% |
| 6M | -24.7% | +5.8% | -30.5% | -32.6% |
| YTD | -43.8% | +38.3% | -82.1% | -57.3% |
| 1Y | -65.8% | +31.5% | -97.3% | -73.4% |
| 3Y | +59.4% | +80.7% | -21.3% | -8.3% |
| 5Y | -48.2% | +69.4% | -117.7% | -67.6% |
| All | -34.5% | +76.2% | -110.7% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling