-53.8%
RBLX vs DRI
+78.6%
-132.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.2% |
| 7D | +1.2% | +1.1% | +0.2% | +0.6% |
| 30D | +5.0% | +9.7% | -4.7% | -0.5% |
| 3M | +31.5% | +3.2% | +28.3% | +29.0% |
| 6M | +18.9% | +20.6% | -1.6% | +5.5% |
| YTD | -38.4% | +28.3% | -66.7% | -48.1% |
| 1Y | -50.7% | +34.5% | -85.3% | -60.0% |
| 3Y | +28.8% | +66.5% | -37.7% | -17.7% |
| All | -53.8% | +78.6% | -132.4% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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