-52.6%
RBLX vs DD
+49.3%
-102.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.8% | +10.3% | +8.6% |
| 7D | -7.5% | +8.7% | -16.1% | -8.1% |
| 30D | +10.6% | +15.3% | -4.7% | +9.5% |
| 3M | +33.3% | +5.9% | +27.3% | +32.8% |
| 6M | +3.7% | +11.6% | -7.9% | +2.3% |
| YTD | -39.1% | +26.5% | -65.7% | -41.5% |
| 1Y | -52.6% | +35.4% | -88.0% | -55.2% |
| All | -52.6% | +49.3% | -102.0% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling