-49.0%
RBLX vs DOC
-24.5%
-24.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +5.0% |
| 7D | +12.4% | -1.5% | +13.9% | +13.0% |
| 30D | +19.7% | -4.8% | +24.4% | +21.9% |
| 3M | -0.1% | +6.9% | -7.0% | -2.8% |
| 6M | -35.7% | +20.7% | -56.5% | -41.1% |
| YTD | -46.6% | +34.1% | -80.7% | -53.5% |
| 1Y | -66.6% | +22.6% | -89.3% | -69.9% |
| 3Y | +52.3% | +20.8% | +31.5% | +33.6% |
| All | -49.0% | -24.5% | -24.5% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling