+57.2%
RBLX vs ESTC
+7.0%
+50.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +1.6% |
| 7D | +8.1% | -13.2% | +21.3% | +11.5% |
| 30D | +23.9% | +9.3% | +14.6% | +20.1% |
| 3M | +8.1% | +37.3% | -29.2% | -1.1% |
| 6M | -23.7% | +61.0% | -84.7% | -33.1% |
| YTD | -44.6% | +10.7% | -55.3% | -47.7% |
| 1Y | -66.2% | -7.2% | -59.0% | -67.1% |
| All | +57.2% | +7.0% | +50.2% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling