-34.5%
RBLX vs FCUV
-99.5%
+65.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.9% | +1.4% |
| 7D | +5.1% | -66.5% | +71.5% | +3.8% |
| 30D | +28.0% | +5.0% | +23.1% | +29.4% |
| 3M | +4.6% | +63.8% | -59.2% | +17.9% |
| 6M | -24.7% | -67.8% | +43.2% | -12.2% |
| YTD | -43.8% | -82.4% | +38.6% | -33.7% |
| 1Y | -65.8% | -94.7% | +29.0% | -58.3% |
| 3Y | +59.4% | -99.3% | +158.6% | +93.7% |
| 5Y | -48.2% | -99.9% | +51.6% | -34.5% |
| All | -34.5% | -99.5% | +65.0% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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