-66.6%
RBLX vs DVN
+41.2%
-107.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.0% |
| 7D | +12.4% | +1.5% | +10.9% | +12.8% |
| 30D | +19.7% | +14.2% | +5.5% | +24.0% |
| 3M | -0.1% | +5.2% | -5.3% | +2.8% |
| 6M | -35.7% | +11.9% | -47.6% | -33.4% |
| YTD | -46.6% | +32.8% | -79.4% | -43.9% |
| 1Y | -66.6% | +38.6% | -105.2% | -65.4% |
| All | -66.6% | +41.2% | -107.8% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 1y: compounded portfolio wealth divided by compounded DVN 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…
1y analysis · Full analysis span regression · 6 months rolling