-35.4%
RBLX vs DUK
+62.2%
-97.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.7% |
| 7D | +8.1% | -1.7% | +9.8% | +8.0% |
| 30D | +23.9% | -2.2% | +26.2% | +23.7% |
| 3M | +8.1% | -3.7% | +11.8% | +7.8% |
| 6M | -23.7% | -6.3% | -17.4% | -24.0% |
| YTD | -44.6% | +4.5% | -49.1% | -44.5% |
| 1Y | -66.2% | +1.8% | -68.0% | -66.1% |
| 3Y | +54.7% | +46.8% | +7.9% | +55.2% |
| 5Y | -48.9% | +40.2% | -89.2% | -48.2% |
| All | -35.4% | +62.2% | -97.6% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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