-50.4%
RBLX vs DOCS
-36.0%
-14.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.8% | +7.1% | +5.2% |
| 7D | +12.4% | -1.4% | +13.8% | +12.8% |
| 30D | +19.7% | +21.8% | -2.1% | +10.7% |
| 3M | -0.1% | +27.3% | -27.4% | -8.5% |
| 6M | -35.7% | -0.3% | -35.4% | -37.9% |
| YTD | -46.6% | -40.5% | -6.1% | -39.7% |
| 1Y | -66.6% | -61.5% | -5.1% | -57.1% |
| 3Y | +52.3% | +8.2% | +44.1% | +11.2% |
| 5Y | -47.7% | -73.4% | +25.7% | -46.2% |
| All | -50.4% | -36.0% | -14.4% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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