-35.5%
RBLX vs DG
-25.5%
-10.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.0% | +7.5% | +4.2% |
| 7D | +10.2% | -2.5% | +12.7% | +10.7% |
| 30D | +18.6% | +1.0% | +17.6% | +18.3% |
| 3M | +6.0% | +20.3% | -14.4% | +2.3% |
| 6M | -29.5% | -11.7% | -17.7% | -28.5% |
| YTD | -44.7% | -2.3% | -42.4% | -44.8% |
| 1Y | -65.1% | +20.0% | -85.1% | -66.4% |
| 3Y | +54.5% | +7.2% | +47.3% | +48.2% |
| 5Y | -46.3% | -37.9% | -8.4% | -37.4% |
| All | -35.5% | -25.5% | -10.0% | -38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling