+9.0%
DHR vs RBLX
-30.4%
+39.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.2% |
| 7D | -5.0% | +8.1% | -13.1% | -5.6% |
| 30D | -3.3% | +23.9% | -27.2% | -5.0% |
| 3M | +9.4% | +8.1% | +1.3% | +7.8% |
| 6M | +3.2% | -23.7% | +26.9% | +4.3% |
| YTD | -12.0% | -44.6% | +32.6% | -9.1% |
| 1Y | +4.9% | -66.2% | +71.1% | +12.5% |
| 3Y | -7.4% | +54.7% | -62.1% | -16.3% |
| 5Y | -29.8% | -48.9% | +19.2% | -35.2% |
| All | +9.0% | -30.4% | +39.5% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBLX.
Daily Out/Under-Performance
Portfolio return minus RBLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBLX 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 RBLX 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