-48.4%
RBLX vs ESTC
-46.4%
-2.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.4% |
| 7D | +8.0% | -3.3% | +11.4% | +9.4% |
| 30D | +20.2% | +13.4% | +6.7% | +10.1% |
| 3M | +3.5% | +41.3% | -37.8% | -15.9% |
| 6M | -28.9% | +62.6% | -91.5% | -47.2% |
| YTD | -45.1% | +14.8% | -59.8% | -51.8% |
| 1Y | -66.2% | -5.1% | -61.2% | -67.9% |
| 3Y | +53.5% | +11.2% | +42.3% | +1.2% |
| 5Y | -48.4% | -47.0% | -1.5% | -31.4% |
| All | -48.4% | -46.4% | -2.1% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling