-35.9%
RBLX vs FAST
+142.8%
-178.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | 0.0% |
| 7D | +8.0% | +1.8% | +6.2% | +6.9% |
| 30D | +20.2% | -6.4% | +26.6% | +24.6% |
| 3M | +3.5% | +5.3% | -1.8% | -0.9% |
| 6M | -28.9% | +5.4% | -34.3% | -32.7% |
| YTD | -45.1% | +23.6% | -68.6% | -53.7% |
| 1Y | -66.2% | +4.1% | -70.3% | -68.1% |
| 3Y | +53.5% | +92.4% | -38.9% | -20.9% |
| 5Y | -48.4% | +106.1% | -154.5% | -73.3% |
| All | -35.9% | +142.8% | -178.7% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 10y: compounded portfolio wealth divided by compounded FAST 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…
10y analysis · Full analysis span regression · 6 months rolling