-35.4%
RBLX vs ESTC
-29.3%
-6.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +2.6% |
| 7D | +8.1% | -13.2% | +21.3% | +15.7% |
| 30D | +23.9% | +9.3% | +14.6% | +15.4% |
| 3M | +8.1% | +37.3% | -29.2% | -11.3% |
| 6M | -23.7% | +61.0% | -84.7% | -43.4% |
| YTD | -44.6% | +10.7% | -55.3% | -50.7% |
| 1Y | -66.2% | -7.2% | -59.0% | -67.6% |
| 3Y | +54.7% | +7.2% | +47.5% | +3.7% |
| 5Y | -48.9% | -47.7% | -1.2% | -41.8% |
| All | -35.4% | -29.3% | -6.2% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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