-48.4%
RBLX vs D
+5.1%
-53.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | +8.0% | -0.4% | +8.5% | +8.1% |
| 30D | +20.2% | -2.1% | +22.2% | +20.5% |
| 3M | +3.5% | -0.7% | +4.3% | +3.6% |
| 6M | -28.9% | +5.6% | -34.5% | -29.5% |
| YTD | -45.1% | +14.6% | -59.6% | -46.1% |
| 1Y | -66.2% | +15.3% | -81.6% | -66.9% |
| 3Y | +53.5% | +59.1% | -5.7% | +39.4% |
| 5Y | -48.4% | +3.9% | -52.4% | -46.3% |
| All | -48.4% | +5.1% | -53.5% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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