-66.6%
RBLX vs DG
+23.4%
-90.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.9% | +3.8% |
| 7D | +12.4% | +8.4% | +4.0% | +9.1% |
| 30D | +19.7% | +4.9% | +14.7% | +17.4% |
| 3M | -0.1% | +29.3% | -29.4% | -9.4% |
| 6M | -35.7% | -11.3% | -24.5% | -35.7% |
| YTD | -46.6% | +1.8% | -48.3% | -48.2% |
| 1Y | -66.6% | +25.3% | -92.0% | -70.5% |
| All | -66.6% | +23.4% | -90.1% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling