-37.7%
RBLX vs DPZ
+3.0%
-40.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.1% | +5.1% |
| 7D | +12.4% | -2.5% | +15.0% | +13.6% |
| 30D | +19.7% | -7.0% | +26.6% | +23.3% |
| 3M | -0.1% | +11.6% | -11.7% | -5.9% |
| 6M | -35.7% | -15.2% | -20.6% | -31.3% |
| YTD | -46.6% | -17.2% | -29.3% | -42.3% |
| 1Y | -66.6% | -24.8% | -41.8% | -62.2% |
| 3Y | +52.3% | -8.7% | +61.0% | +42.8% |
| 5Y | -47.7% | -28.9% | -18.8% | -44.9% |
| All | -37.7% | +3.0% | -40.7% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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