-66.6%
RBLX vs FDS
-17.4%
-49.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.5% | +7.9% | +5.1% |
| 7D | +12.4% | -1.9% | +14.3% | +12.8% |
| 30D | +19.7% | +9.0% | +10.7% | +17.4% |
| 3M | -0.1% | +18.9% | -18.9% | -4.2% |
| 6M | -35.7% | +35.1% | -70.9% | -40.2% |
| YTD | -46.6% | +5.5% | -52.0% | -51.1% |
| 1Y | -66.6% | -16.8% | -49.8% | -69.0% |
| All | -66.6% | -17.4% | -49.2% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling