-24.3%
RBLX vs DASH
+24.5%
-48.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +6.7% | -10.2% | +16.9% | +13.8% |
| 30D | +6.1% | -8.2% | +14.3% | +10.8% |
| 3M | +45.3% | -15.9% | +61.2% | +58.8% |
| 6M | +27.4% | +13.3% | +14.1% | +14.9% |
| YTD | -35.1% | -21.3% | -13.8% | -27.4% |
| 1Y | -49.7% | -11.1% | -38.6% | -48.4% |
| 3Y | +36.9% | +103.8% | -66.9% | -25.2% |
| 5Y | -46.4% | -21.6% | -24.8% | -59.7% |
| All | -24.3% | +24.5% | -48.8% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 10y: compounded portfolio wealth divided by compounded DASH 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…
10y analysis · Full analysis span regression · 6 months rolling