+28.8%
RBLX vs DASH
+97.8%
-69.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.6% |
| 7D | +1.2% | -4.5% | +5.8% | +3.5% |
| 30D | +5.0% | -6.8% | +11.8% | +7.8% |
| 3M | +31.5% | -20.7% | +52.2% | +44.8% |
| 6M | +18.9% | +15.1% | +3.9% | +9.9% |
| YTD | -38.4% | -24.3% | -14.1% | -32.0% |
| 1Y | -50.7% | -12.1% | -38.6% | -49.3% |
| 3Y | +28.8% | +91.1% | -62.3% | -5.0% |
| All | +28.8% | +97.8% | -69.0% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling