-29.1%
RBLX vs DASH
+25.5%
-54.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +14.7% | +0.4% | +14.3% | +13.7% |
| 30D | +6.2% | -6.0% | +12.3% | +9.3% |
| 3M | +36.8% | -15.8% | +52.5% | +49.4% |
| 6M | +12.7% | +7.0% | +5.7% | +5.4% |
| YTD | -39.2% | -20.7% | -18.5% | -32.3% |
| 1Y | -51.3% | -8.5% | -42.8% | -50.9% |
| 3Y | +45.6% | +101.8% | -56.1% | -20.1% |
| 5Y | -36.8% | -9.6% | -27.2% | -54.7% |
| All | -29.1% | +25.5% | -54.6% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling