-48.9%
RBLX vs ESI
+66.0%
-114.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +3.0% |
| 7D | +8.1% | -2.3% | +10.4% | +9.3% |
| 30D | +23.9% | -9.0% | +32.9% | +29.3% |
| 3M | +8.1% | -13.3% | +21.4% | +11.9% |
| 6M | -23.7% | +5.3% | -29.0% | -32.2% |
| YTD | -44.6% | +37.6% | -82.2% | -58.6% |
| 1Y | -66.2% | +33.6% | -99.8% | -74.5% |
| 3Y | +54.7% | +75.8% | -21.1% | -14.2% |
| 5Y | -48.9% | +68.6% | -117.5% | -68.2% |
| All | -48.9% | +66.0% | -114.9% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling