+50.4%
RBLX vs FAST
+93.0%
-42.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.6% | +4.2% |
| 7D | +12.4% | -0.4% | +12.8% | +12.5% |
| 30D | +19.7% | -0.8% | +20.5% | +19.7% |
| 3M | -0.1% | +5.8% | -5.8% | -1.6% |
| 6M | -35.7% | +8.0% | -43.7% | -37.3% |
| YTD | -46.6% | +25.6% | -72.2% | -50.1% |
| 1Y | -66.6% | +0.8% | -67.4% | -66.7% |
| All | +50.4% | +93.0% | -42.6% | +21.3% |
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