-46.2%
RBLX vs DE
+97.2%
-143.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +5.1% | -2.6% | +7.6% | +5.9% |
| 30D | +28.0% | +9.0% | +19.0% | +24.2% |
| 3M | +4.6% | +19.1% | -14.5% | -1.6% |
| 6M | -24.7% | +14.4% | -39.0% | -28.5% |
| YTD | -43.8% | +45.9% | -89.8% | -51.6% |
| 1Y | -65.8% | +43.6% | -109.4% | -70.5% |
| 3Y | +59.4% | +75.9% | -16.5% | +23.9% |
| All | -46.2% | +97.2% | -143.4% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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