-66.6%
RBLX vs DT
+4.0%
-70.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +6.0% | +4.9% |
| 7D | +12.4% | -3.3% | +15.7% | +13.7% |
| 30D | +19.7% | +2.0% | +17.6% | +18.5% |
| 3M | -0.1% | +20.0% | -20.1% | -7.3% |
| 6M | -35.7% | +39.3% | -75.0% | -43.9% |
| YTD | -46.6% | +19.8% | -66.3% | -52.1% |
| 1Y | -66.6% | +4.3% | -70.9% | -68.7% |
| All | -66.6% | +4.0% | -70.7% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling