-52.6%
RBLX vs DVN
+39.9%
-92.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -7.3% | +15.8% | +6.3% |
| 7D | -7.5% | -13.9% | +6.5% | -10.9% |
| 30D | +10.6% | -8.0% | +18.7% | +8.3% |
| 3M | +33.3% | +0.8% | +32.5% | +34.1% |
| 6M | +3.7% | -12.8% | +16.4% | +4.6% |
| YTD | -39.1% | +22.7% | -61.9% | -38.7% |
| 1Y | -52.6% | +39.0% | -91.6% | -57.2% |
| All | -52.6% | +39.9% | -92.5% | -57.2% |
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