-35.5%
RBLX vs DD
+52.2%
-87.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +10.2% | -0.6% | +10.8% | +10.5% |
| 30D | +18.6% | -7.4% | +26.0% | +23.0% |
| 3M | +6.0% | -6.4% | +12.4% | +9.1% |
| 6M | -29.5% | -2.5% | -27.0% | -30.2% |
| YTD | -44.7% | +10.2% | -54.9% | -49.2% |
| 1Y | -65.1% | +36.9% | -102.1% | -72.0% |
| 3Y | +54.5% | +47.0% | +7.5% | +11.7% |
| 5Y | -46.3% | +63.1% | -109.5% | -63.1% |
| All | -35.5% | +52.2% | -87.7% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling