-34.5%
RBLX vs DLTR
+8.4%
-42.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +5.1% | -10.1% | +15.1% | +7.7% |
| 30D | +28.0% | -8.1% | +36.1% | +30.4% |
| 3M | +4.6% | +2.9% | +1.8% | +3.6% |
| 6M | -24.7% | +4.3% | -29.0% | -26.1% |
| YTD | -43.8% | -3.9% | -39.9% | -44.0% |
| 1Y | -65.8% | +18.9% | -84.7% | -67.7% |
| 3Y | +59.4% | +1.9% | +57.5% | +53.4% |
| 5Y | -48.2% | +31.0% | -79.2% | -46.8% |
| All | -34.5% | +8.4% | -42.9% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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