-35.9%
RBLX vs DASH
+37.8%
-73.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | +0.3% |
| 7D | +8.0% | -12.8% | +20.8% | +17.1% |
| 30D | +20.2% | -6.0% | +26.2% | +23.9% |
| 3M | +3.5% | +26.7% | -23.2% | -11.7% |
| 6M | -28.9% | +11.7% | -40.6% | -35.2% |
| YTD | -45.1% | -12.9% | -32.1% | -41.7% |
| 1Y | -66.2% | -23.1% | -43.1% | -62.0% |
| 3Y | +53.5% | +140.0% | -86.6% | -25.1% |
| 5Y | -48.4% | -5.1% | -43.4% | -64.3% |
| All | -35.9% | +37.8% | -73.7% | -62.0% |
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