-66.6%
RBLX vs DD
+41.5%
-108.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +4.0% | +4.3% |
| 7D | +12.4% | -3.5% | +15.9% | +12.7% |
| 30D | +19.7% | -10.3% | +30.0% | +20.8% |
| 3M | -0.1% | -7.5% | +7.4% | +0.2% |
| 6M | -35.7% | -8.0% | -27.7% | -35.3% |
| YTD | -46.6% | +10.5% | -57.0% | -48.0% |
| 1Y | -66.6% | +38.3% | -104.9% | -68.8% |
| All | -66.6% | +41.5% | -108.1% | -68.8% |
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