-35.4%
RBLX vs DVN
+175.8%
-211.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.5% |
| 7D | +8.1% | +2.5% | +5.6% | +7.7% |
| 30D | +23.9% | +10.2% | +13.7% | +22.0% |
| 3M | +8.1% | +8.1% | 0.0% | +6.3% |
| 6M | -23.7% | +15.9% | -39.6% | -26.4% |
| YTD | -44.6% | +38.2% | -82.9% | -48.6% |
| 1Y | -66.2% | +44.5% | -110.7% | -69.1% |
| 3Y | +54.7% | +5.1% | +49.6% | +47.6% |
| 5Y | -48.9% | +124.3% | -173.2% | -56.8% |
| All | -35.4% | +175.8% | -211.2% | -47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling