-46.2%
RBLX vs DTE
+30.3%
-76.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.6% |
| 7D | +5.1% | -2.6% | +7.6% | +5.5% |
| 30D | +28.0% | -4.4% | +32.4% | +28.9% |
| 3M | +4.6% | -8.3% | +13.0% | +5.8% |
| 6M | -24.7% | -8.1% | -16.6% | -23.8% |
| YTD | -43.8% | +4.4% | -48.3% | -44.8% |
| 1Y | -65.8% | +0.2% | -66.0% | -66.0% |
| 3Y | +59.4% | +42.6% | +16.8% | +46.0% |
| All | -46.2% | +30.3% | -76.5% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling