-49.0%
RBLX vs DASH
+8.6%
-57.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.6% | +9.0% | +7.4% |
| 7D | +12.4% | -10.6% | +23.0% | +20.5% |
| 30D | +19.7% | +2.2% | +17.5% | +17.3% |
| 3M | -0.1% | +32.3% | -32.4% | -17.6% |
| 6M | -35.7% | +19.1% | -54.9% | -44.0% |
| YTD | -46.6% | -6.5% | -40.0% | -45.6% |
| 1Y | -66.6% | -14.9% | -51.7% | -64.6% |
| 3Y | +52.3% | +151.9% | -99.7% | -31.3% |
| All | -49.0% | +8.6% | -57.6% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling