-37.7%
RBLX vs DASH
+47.9%
-85.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.6% | +9.0% | +7.2% |
| 7D | +12.4% | -10.6% | +23.0% | +20.1% |
| 30D | +19.7% | +2.2% | +17.5% | +17.4% |
| 3M | -0.1% | +32.3% | -32.4% | -16.9% |
| 6M | -35.7% | +19.1% | -54.9% | -43.6% |
| YTD | -46.6% | -6.5% | -40.0% | -45.6% |
| 1Y | -66.6% | -14.9% | -51.7% | -64.7% |
| 3Y | +52.3% | +151.9% | -99.7% | -27.6% |
| 5Y | -47.7% | +9.4% | -57.2% | -66.2% |
| All | -37.7% | +47.9% | -85.6% | -64.5% |
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