-34.5%
RBLX vs DT
-1.3%
-33.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.9% |
| 7D | +5.1% | -1.6% | +6.7% | +6.1% |
| 30D | +28.0% | +3.0% | +25.0% | +24.5% |
| 3M | +4.6% | +26.5% | -21.9% | -13.1% |
| 6M | -24.7% | +35.9% | -60.6% | -42.5% |
| YTD | -43.8% | +17.8% | -61.7% | -52.8% |
| 1Y | -65.8% | +4.1% | -69.8% | -68.5% |
| 3Y | +59.4% | +5.3% | +54.1% | +33.9% |
| 5Y | -48.2% | -27.2% | -21.1% | -46.4% |
| All | -34.5% | -1.3% | -33.3% | -48.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling