-65.8%
RBLX vs FDS
-27.2%
-38.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.6% |
| 7D | +5.1% | -14.0% | +19.0% | +8.2% |
| 30D | +28.0% | -6.2% | +34.2% | +29.4% |
| 3M | +4.6% | +10.2% | -5.5% | +2.0% |
| 6M | -24.7% | +27.4% | -52.1% | -28.3% |
| YTD | -43.8% | -9.3% | -34.6% | -47.2% |
| 1Y | -65.8% | -28.6% | -37.1% | -68.1% |
| All | -65.8% | -27.2% | -38.5% | -68.1% |
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