-25.8%
RBLX vs FAST
+172.9%
-198.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.0% | +1.7% | +2.9% |
| 7D | +20.3% | +3.8% | +16.5% | +17.8% |
| 30D | +7.3% | +8.1% | -0.8% | +2.6% |
| 3M | +36.5% | +5.8% | +30.7% | +31.7% |
| 6M | +23.1% | +24.9% | -1.7% | +6.2% |
| YTD | -36.3% | +38.9% | -75.2% | -49.9% |
| 1Y | -51.7% | +36.5% | -88.2% | -61.6% |
| 3Y | +35.6% | +98.1% | -62.5% | -28.2% |
| 5Y | -52.9% | +109.3% | -162.2% | -77.4% |
| All | -25.8% | +172.9% | -198.7% | -71.3% |
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 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