-53.8%
RBLX vs ESTC
-52.1%
-1.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.4% |
| 7D | +1.2% | +2.4% | -1.2% | 0.0% |
| 30D | +5.0% | -4.2% | +9.2% | +7.4% |
| 3M | +31.5% | +2.5% | +29.1% | +27.5% |
| 6M | +18.9% | +81.5% | -62.5% | -14.4% |
| YTD | -38.4% | +16.8% | -55.3% | -46.1% |
| 1Y | -50.7% | -3.5% | -47.3% | -52.9% |
| 3Y | +28.8% | +17.7% | +11.1% | -15.2% |
| All | -53.8% | -52.1% | -1.8% | -51.0% |
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