+57.2%
RBLX vs ESI
+73.2%
-16.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +2.0% |
| 7D | +8.1% | -2.3% | +10.4% | +8.7% |
| 30D | +23.9% | -9.0% | +32.9% | +26.8% |
| 3M | +8.1% | -13.3% | +21.4% | +10.1% |
| 6M | -23.7% | +5.3% | -29.0% | -29.7% |
| YTD | -44.6% | +37.6% | -82.2% | -53.9% |
| 1Y | -66.2% | +33.6% | -99.8% | -71.7% |
| All | +57.2% | +73.2% | -16.0% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling