-34.5%
RBLX vs DFNS
-99.9%
+65.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.4% |
| 7D | +5.1% | -6.3% | +11.4% | +5.1% |
| 30D | +28.0% | -74.0% | +102.0% | +28.5% |
| 3M | +4.6% | -70.1% | +74.8% | +4.6% |
| 6M | -24.7% | -93.9% | +69.3% | -24.7% |
| YTD | -43.8% | -98.1% | +54.2% | -43.9% |
| 1Y | -65.8% | -98.3% | +32.5% | -65.8% |
| 3Y | +59.4% | -99.9% | +159.3% | +52.6% |
| 5Y | -48.2% | -99.9% | +51.6% | -46.5% |
| All | -34.5% | -99.9% | +65.3% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 10y: compounded portfolio wealth divided by compounded DFNS 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…
10y analysis · Full analysis span regression · 6 months rolling