-35.4%
RBLX vs DTE
+52.2%
-87.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.0% |
| 7D | +8.1% | -2.0% | +10.1% | +8.4% |
| 30D | +23.9% | -2.4% | +26.3% | +24.3% |
| 3M | +8.1% | -7.3% | +15.4% | +9.0% |
| 6M | -23.7% | -7.6% | -16.1% | -23.1% |
| YTD | -44.6% | +5.8% | -50.4% | -45.5% |
| 1Y | -66.2% | +2.3% | -68.6% | -66.5% |
| 3Y | +54.7% | +45.0% | +9.7% | +44.8% |
| 5Y | -48.9% | +33.2% | -82.1% | -50.1% |
| All | -35.4% | +52.2% | -87.6% | -33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling