-35.9%
RBLX vs DT
-2.2%
-33.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.1% |
| 7D | +8.0% | -0.5% | +8.6% | +8.1% |
| 30D | +20.2% | +0.1% | +20.1% | +19.3% |
| 3M | +3.5% | +24.1% | -20.6% | -12.8% |
| 6M | -28.9% | +30.1% | -59.0% | -44.0% |
| YTD | -45.1% | +16.8% | -61.8% | -53.5% |
| 1Y | -66.2% | -0.1% | -66.1% | -68.1% |
| 3Y | +53.5% | +6.8% | +46.6% | +26.9% |
| 5Y | -48.4% | -28.4% | -20.1% | -45.9% |
| All | -35.9% | -2.2% | -33.8% | -49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling