+122.4%
FCX vs RBLX
-30.4%
+152.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.8% | -7.4% | -6.7% |
| 7D | -1.9% | +8.1% | -10.0% | -2.9% |
| 30D | +3.4% | +23.9% | -20.5% | +0.3% |
| 3M | +15.0% | +8.1% | +6.8% | +12.1% |
| 6M | +14.6% | -23.7% | +38.4% | +16.8% |
| YTD | +41.2% | -44.6% | +85.8% | +49.8% |
| 1Y | +60.4% | -66.2% | +126.6% | +81.5% |
| 3Y | +88.4% | +54.7% | +33.7% | +68.6% |
| 5Y | +115.0% | -48.9% | +164.0% | +103.5% |
| All | +122.4% | -30.4% | +152.8% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBLX.
Daily Out/Under-Performance
Portfolio return minus RBLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBLX 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 RBLX 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