-46.2%
RBLX vs DD
+56.1%
-102.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.6% | +1.5% |
| 7D | +5.1% | -3.5% | +8.6% | +6.9% |
| 30D | +28.0% | -11.7% | +39.7% | +35.8% |
| 3M | +4.6% | -9.2% | +13.9% | +9.3% |
| 6M | -24.7% | -7.2% | -17.5% | -23.5% |
| YTD | -43.8% | +6.6% | -50.5% | -47.6% |
| 1Y | -65.8% | +32.0% | -97.8% | -72.1% |
| 3Y | +59.4% | +42.1% | +17.2% | +16.6% |
| All | -46.2% | +56.1% | -102.3% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling