-46.2%
RBLX vs DVN
+120.4%
-166.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +5.1% | +4.5% | +0.5% | +4.4% |
| 30D | +28.0% | +12.0% | +16.1% | +25.8% |
| 3M | +4.6% | +13.4% | -8.8% | +2.1% |
| 6M | -24.7% | +12.1% | -36.8% | -26.7% |
| YTD | -43.8% | +38.8% | -82.7% | -47.9% |
| 1Y | -65.8% | +46.0% | -111.8% | -68.7% |
| 3Y | +59.4% | +9.5% | +49.9% | +50.8% |
| All | -46.2% | +120.4% | -166.6% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling