-35.5%
RBLX vs ESI
+85.7%
-121.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.2% |
| 7D | +10.2% | +5.4% | +4.8% | +7.6% |
| 30D | +18.6% | -4.2% | +22.8% | +20.7% |
| 3M | +6.0% | -9.6% | +15.6% | +7.7% |
| 6M | -29.5% | +18.3% | -47.8% | -40.6% |
| YTD | -44.7% | +45.8% | -90.5% | -58.9% |
| 1Y | -65.1% | +39.2% | -104.3% | -73.6% |
| 3Y | +54.5% | +86.3% | -31.8% | -11.6% |
| 5Y | -46.3% | +76.2% | -122.5% | -67.2% |
| All | -35.5% | +85.7% | -121.3% | -60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling