-66.6%
RBLX vs DLR
+19.9%
-86.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | +12.4% | +1.6% | +10.8% | +11.8% |
| 30D | +19.7% | -3.4% | +23.0% | +20.9% |
| 3M | -0.1% | +0.5% | -0.6% | -0.7% |
| 6M | -35.7% | +4.6% | -40.3% | -37.8% |
| YTD | -46.6% | +23.4% | -70.0% | -51.3% |
| 1Y | -66.6% | +19.0% | -85.7% | -70.1% |
| All | -66.6% | +19.9% | -86.5% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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