-26.3%
RBLX vs D
+19.3%
-45.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +12.6% | +2.4% | +10.2% | +12.4% |
| 30D | +6.4% | +10.9% | -4.5% | +5.5% |
| 3M | +38.2% | +2.8% | +35.3% | +37.8% |
| 6M | +22.1% | +12.7% | +9.4% | +20.7% |
| YTD | -36.8% | +20.3% | -57.1% | -38.0% |
| 1Y | -51.4% | +17.1% | -68.5% | -52.2% |
| 3Y | +33.2% | +75.1% | -41.9% | +23.0% |
| 5Y | -46.3% | +13.1% | -59.4% | -47.0% |
| All | -26.3% | +19.3% | -45.6% | -26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling