-53.8%
RBLX vs DOC
-21.4%
-32.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.9% |
| 7D | +1.2% | -0.9% | +2.1% | +1.6% |
| 30D | +5.0% | +7.7% | -2.8% | +1.8% |
| 3M | +31.5% | -2.0% | +33.5% | +32.5% |
| 6M | +18.9% | +5.9% | +13.1% | +16.0% |
| YTD | -38.4% | +31.8% | -70.2% | -46.2% |
| 1Y | -50.7% | +22.5% | -73.2% | -55.4% |
| 3Y | +28.8% | +54.7% | -25.9% | -7.2% |
| All | -53.8% | -21.4% | -32.4% | -44.7% |
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