-34.5%
RBLX vs FDS
-13.0%
-21.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +2.0% |
| 7D | +5.1% | -14.0% | +19.0% | +12.9% |
| 30D | +28.0% | -6.2% | +34.2% | +31.4% |
| 3M | +4.6% | +10.2% | -5.5% | -2.4% |
| 6M | -24.7% | +27.4% | -52.1% | -36.2% |
| YTD | -43.8% | -9.3% | -34.6% | -42.6% |
| 1Y | -65.8% | -28.6% | -37.1% | -59.3% |
| 3Y | +59.4% | -36.8% | +96.2% | +97.9% |
| 5Y | -48.2% | -28.6% | -19.6% | -38.2% |
| All | -34.5% | -13.0% | -21.5% | -34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling