-37.7%
RBLX vs D
+14.9%
-52.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.8% | +4.4% |
| 7D | +12.4% | +1.5% | +10.9% | +12.3% |
| 30D | +19.7% | -2.6% | +22.3% | +19.9% |
| 3M | -0.1% | 0.0% | -0.1% | -0.1% |
| 6M | -35.7% | +7.4% | -43.1% | -36.2% |
| YTD | -46.6% | +15.9% | -62.4% | -47.3% |
| 1Y | -66.6% | +18.1% | -84.8% | -67.2% |
| 3Y | +52.3% | +58.4% | -6.1% | +42.3% |
| 5Y | -47.7% | +5.2% | -52.9% | -49.7% |
| All | -37.7% | +14.9% | -52.6% | -37.7% |
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