-31.4%
RBLX vs DOC
-10.1%
-21.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.1% | -3.3% |
| 7D | -9.2% | +6.2% | -15.4% | -11.3% |
| 30D | +4.6% | +6.5% | -1.9% | +2.1% |
| 3M | +31.7% | -6.2% | +37.9% | +34.9% |
| 6M | +8.2% | +25.6% | -17.4% | -2.0% |
| YTD | -41.2% | +32.1% | -73.3% | -48.3% |
| 1Y | -53.4% | +20.3% | -73.7% | -57.3% |
| 3Y | +36.5% | +42.7% | -6.2% | +7.1% |
| 5Y | -38.9% | -22.2% | -16.8% | -32.5% |
| All | -31.4% | -10.1% | -21.4% | -35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling