-51.4%
RBLX vs FAST
+36.9%
-88.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | +12.6% | +4.8% | +7.8% | +12.5% |
| 30D | +6.4% | +8.6% | -2.2% | +6.5% |
| 3M | +38.2% | +5.7% | +32.5% | +38.0% |
| 6M | +22.1% | +25.5% | -3.3% | +21.2% |
| YTD | -36.8% | +39.6% | -76.4% | -37.2% |
| 1Y | -51.4% | +35.5% | -86.9% | -51.8% |
| All | -51.4% | +36.9% | -88.3% | -51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling