+78.2%
DIA vs RBLX
-31.0%
+109.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.7% |
| 7D | -1.2% | +8.0% | -9.3% | -1.7% |
| 30D | -2.7% | +20.2% | -22.8% | -3.8% |
| 3M | +3.3% | +3.5% | -0.3% | +2.4% |
| 6M | +10.4% | -28.9% | +39.4% | +11.8% |
| YTD | +10.0% | -45.1% | +55.0% | +12.9% |
| 1Y | +16.2% | -66.2% | +82.4% | +22.8% |
| 3Y | +58.7% | +53.5% | +5.3% | +50.3% |
| 5Y | +63.6% | -48.4% | +112.0% | +55.2% |
| All | +78.2% | -31.0% | +109.2% | +69.5% |
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