-34.5%
RBLX vs FANG
+215.8%
-250.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +5.1% | +2.9% | +2.2% | +4.6% |
| 30D | +28.0% | +2.6% | +25.4% | +27.5% |
| 3M | +4.6% | +7.6% | -3.0% | +2.9% |
| 6M | -24.7% | +17.3% | -42.0% | -27.4% |
| YTD | -43.8% | +38.7% | -82.5% | -47.8% |
| 1Y | -65.8% | +51.6% | -117.4% | -68.8% |
| 3Y | +59.4% | +50.0% | +9.4% | +42.8% |
| 5Y | -48.2% | +237.6% | -285.8% | -57.0% |
| All | -34.5% | +215.8% | -250.3% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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