-35.5%
RBLX vs DLR
+68.4%
-103.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.2% |
| 7D | +10.2% | +3.4% | +6.8% | +8.2% |
| 30D | +18.6% | -2.2% | +20.8% | +19.8% |
| 3M | +6.0% | +4.7% | +1.2% | +2.5% |
| 6M | -29.5% | +9.0% | -38.5% | -33.6% |
| YTD | -44.7% | +24.1% | -68.8% | -51.7% |
| 1Y | -65.1% | +20.9% | -86.1% | -69.4% |
| 3Y | +54.5% | +60.0% | -5.5% | +7.8% |
| 5Y | -46.3% | +35.3% | -81.6% | -58.5% |
| All | -35.5% | +68.4% | -103.9% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling