-37.7%
RBLX vs FAST
+146.8%
-184.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.6% | +3.9% |
| 7D | +12.4% | -0.4% | +12.8% | +12.6% |
| 30D | +19.7% | -0.8% | +20.5% | +19.8% |
| 3M | -0.1% | +5.8% | -5.8% | -4.6% |
| 6M | -35.7% | +8.0% | -43.7% | -40.0% |
| YTD | -46.6% | +25.6% | -72.2% | -55.4% |
| 1Y | -66.6% | +0.8% | -67.4% | -67.7% |
| 3Y | +52.3% | +86.1% | -33.8% | -18.1% |
| 5Y | -47.7% | +100.2% | -147.9% | -73.5% |
| All | -37.7% | +146.8% | -184.5% | -74.4% |
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