-36.0%
RBLX vs DOC
-21.4%
-14.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.2% |
| 7D | +14.7% | +6.5% | +8.2% | +11.9% |
| 30D | +6.2% | +9.2% | -2.9% | +2.5% |
| 3M | +36.8% | -2.5% | +39.3% | +38.1% |
| 6M | +12.7% | +7.1% | +5.6% | +9.4% |
| YTD | -39.2% | +33.0% | -72.2% | -47.0% |
| 1Y | -51.3% | +23.3% | -74.6% | -56.1% |
| 3Y | +45.6% | +44.9% | +0.7% | +10.7% |
| All | -36.0% | -21.4% | -14.5% | -23.2% |
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