-46.3%
RBLX vs FAST
+108.2%
-154.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.8% |
| 7D | +10.2% | +1.3% | +8.9% | +9.3% |
| 30D | +18.6% | -4.7% | +23.3% | +21.9% |
| 3M | +6.0% | +7.9% | -2.0% | -0.6% |
| 6M | -29.5% | +7.4% | -36.9% | -34.3% |
| YTD | -44.7% | +25.1% | -69.8% | -54.4% |
| 1Y | -65.1% | +4.7% | -69.8% | -67.3% |
| 3Y | +54.5% | +94.7% | -40.2% | -27.4% |
| 5Y | -46.3% | +106.8% | -153.1% | -76.0% |
| All | -46.3% | +108.2% | -154.5% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling