-31.4%
RBLX vs DECK
+61.3%
-92.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.8% | -2.8% |
| 7D | -9.2% | +6.0% | -15.2% | -11.1% |
| 30D | +4.6% | +7.4% | -2.9% | +1.8% |
| 3M | +31.7% | -11.7% | +43.3% | +37.8% |
| 6M | +8.2% | -11.0% | +19.2% | +12.7% |
| YTD | -41.2% | -15.4% | -25.8% | -39.3% |
| 1Y | -53.4% | +7.2% | -60.6% | -56.7% |
| 3Y | +36.5% | -11.8% | +48.4% | +8.1% |
| 5Y | -38.9% | +24.3% | -63.2% | -66.5% |
| All | -31.4% | +61.3% | -92.7% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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