-35.5%
RBLX vs DFNS
-99.9%
+64.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.5% |
| 7D | +10.2% | +0.8% | +9.4% | +10.2% |
| 30D | +18.6% | -73.2% | +91.8% | +19.0% |
| 3M | +6.0% | -72.4% | +78.4% | +5.9% |
| 6M | -29.5% | -95.2% | +65.8% | -29.5% |
| YTD | -44.7% | -98.0% | +53.3% | -44.7% |
| 1Y | -65.1% | -98.3% | +33.1% | -65.1% |
| 3Y | +54.5% | -99.9% | +154.4% | +47.8% |
| 5Y | -46.3% | -99.9% | +53.5% | -44.6% |
| All | -35.5% | -99.9% | +64.3% | -30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling