-34.5%
RBLX vs DGX
+117.0%
-151.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.0% |
| 7D | +5.1% | -0.9% | +6.0% | +5.3% |
| 30D | +28.0% | -1.2% | +29.2% | +28.3% |
| 3M | +4.6% | +15.8% | -11.1% | +0.6% |
| 6M | -24.7% | +18.2% | -42.8% | -28.1% |
| YTD | -43.8% | +37.2% | -81.1% | -48.8% |
| 1Y | -65.8% | +30.4% | -96.1% | -68.4% |
| 3Y | +59.4% | +96.7% | -37.3% | +21.1% |
| 5Y | -48.2% | +67.2% | -115.4% | -59.9% |
| All | -34.5% | +117.0% | -151.6% | -56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling