+48.7%
RBLX vs DOC
+20.8%
+27.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +4.7% |
| 7D | +12.4% | -1.5% | +13.9% | +12.7% |
| 30D | +19.7% | -4.8% | +24.4% | +20.7% |
| 3M | -0.1% | +6.9% | -7.0% | -1.2% |
| 6M | -35.7% | +20.7% | -56.5% | -37.9% |
| YTD | -46.6% | +34.1% | -80.7% | -49.7% |
| 1Y | -66.6% | +22.6% | -89.3% | -68.0% |
| All | +48.7% | +20.8% | +27.9% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 3y: compounded portfolio wealth divided by compounded DOC 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…
3y analysis · Full analysis span regression · 6 months rolling