-46.2%
RBLX vs DT
-27.6%
-18.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.8% |
| 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% | -12.8% |
| 6M | -24.7% | +35.9% | -60.6% | -42.3% |
| YTD | -43.8% | +17.8% | -61.7% | -52.7% |
| 1Y | -65.8% | +4.1% | -69.8% | -68.4% |
| 3Y | +59.4% | +5.3% | +54.1% | +34.3% |
| All | -46.2% | -27.6% | -18.7% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling