+35.6%
RBLX vs FAST
+96.6%
-61.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.0% | +1.7% | +4.1% |
| 7D | +20.3% | +3.8% | +16.5% | +19.5% |
| 30D | +7.3% | +8.1% | -0.8% | +5.8% |
| 3M | +36.5% | +5.8% | +30.7% | +35.0% |
| 6M | +23.1% | +24.9% | -1.7% | +17.1% |
| YTD | -36.3% | +38.9% | -75.2% | -41.5% |
| 1Y | -51.7% | +36.5% | -88.2% | -55.5% |
| 3Y | +35.6% | +98.1% | -62.5% | +13.2% |
| All | +35.6% | +96.6% | -61.0% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling