-53.8%
RBLX vs DFNS
-100.0%
+46.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.5% | +2.6% | -2.9% |
| 7D | +1.2% | -6.0% | +7.2% | +1.2% |
| 30D | +5.0% | -71.2% | +76.2% | +5.4% |
| 3M | +31.5% | -94.5% | +126.0% | +32.7% |
| 6M | +18.9% | -96.5% | +115.5% | +19.5% |
| YTD | -38.4% | -99.6% | +61.2% | -38.1% |
| 1Y | -50.7% | -99.7% | +49.0% | -50.5% |
| 3Y | +28.8% | -100.0% | +128.8% | +24.2% |
| All | -53.8% | -100.0% | +46.2% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling