-35.5%
RBLX vs DRI
+82.5%
-118.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +4.4% |
| 7D | +10.2% | -1.2% | +11.4% | +10.8% |
| 30D | +18.6% | -0.4% | +19.0% | +18.3% |
| 3M | +6.0% | +9.5% | -3.6% | +0.4% |
| 6M | -29.5% | +6.5% | -35.9% | -32.4% |
| YTD | -44.7% | +18.4% | -63.1% | -50.3% |
| 1Y | -65.1% | +4.2% | -69.3% | -66.5% |
| 3Y | +54.5% | +57.1% | -2.6% | +11.2% |
| 5Y | -46.3% | +70.4% | -116.8% | -65.5% |
| All | -35.5% | +82.5% | -118.0% | -58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling