+59.4%
RBLX vs DTE
+43.4%
+16.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.5% |
| 7D | +5.1% | -2.6% | +7.6% | +5.2% |
| 30D | +28.0% | -4.4% | +32.4% | +28.4% |
| 3M | +4.6% | -8.3% | +13.0% | +5.0% |
| 6M | -24.7% | -8.1% | -16.6% | -24.3% |
| YTD | -43.8% | +4.4% | -48.3% | -44.7% |
| 1Y | -65.8% | +0.2% | -66.0% | -66.0% |
| 3Y | +59.4% | +42.6% | +16.8% | +52.7% |
| All | +59.4% | +43.4% | +16.0% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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