+57.2%
RBLX vs DT
+8.0%
+49.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.2% |
| 7D | +8.1% | -2.5% | +10.7% | +9.1% |
| 30D | +23.9% | +3.5% | +20.4% | +21.9% |
| 3M | +8.1% | +26.7% | -18.6% | -2.4% |
| 6M | -23.7% | +36.1% | -59.9% | -34.0% |
| YTD | -44.6% | +18.6% | -63.3% | -49.6% |
| 1Y | -66.2% | +7.9% | -74.1% | -68.0% |
| All | +57.2% | +8.0% | +49.2% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling