-52.6%
RBLX vs DGX
+45.0%
-97.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.5% | +5.0% | +8.3% |
| 7D | -7.5% | +4.1% | -11.5% | -7.6% |
| 30D | +10.6% | +10.5% | +0.1% | +10.5% |
| 3M | +33.3% | +9.8% | +23.5% | +33.1% |
| 6M | +3.7% | +34.6% | -30.9% | +4.5% |
| YTD | -39.1% | +49.8% | -89.0% | -35.7% |
| 1Y | -52.6% | +46.0% | -98.7% | -50.3% |
| All | -52.6% | +45.0% | -97.6% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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