-34.5%
RBLX vs DLR
+67.6%
-102.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.4% | +0.4% |
| 7D | +5.1% | +0.1% | +5.0% | +5.0% |
| 30D | +28.0% | -4.3% | +32.3% | +30.9% |
| 3M | +4.6% | +3.8% | +0.8% | +1.6% |
| 6M | -24.7% | +5.8% | -30.5% | -27.9% |
| YTD | -43.8% | +23.5% | -67.4% | -50.9% |
| 1Y | -65.8% | +11.1% | -76.9% | -68.4% |
| 3Y | +59.4% | +57.9% | +1.5% | +12.2% |
| 5Y | -48.2% | +44.0% | -92.2% | -59.5% |
| All | -34.5% | +67.6% | -102.1% | -53.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling