-26.3%
RBLX vs FAST
+174.3%
-200.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.1% |
| 7D | +12.6% | +4.8% | +7.8% | +9.7% |
| 30D | +6.4% | +8.6% | -2.2% | +1.4% |
| 3M | +38.2% | +5.7% | +32.5% | +33.4% |
| 6M | +22.1% | +25.5% | -3.3% | +5.0% |
| YTD | -36.8% | +39.6% | -76.4% | -50.4% |
| 1Y | -51.4% | +35.5% | -86.9% | -61.2% |
| 3Y | +33.2% | +96.2% | -63.0% | -28.5% |
| 5Y | -46.3% | +110.2% | -156.5% | -74.3% |
| All | -26.3% | +174.3% | -200.6% | -71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling