+55.9%
RBLX vs FDS
-32.7%
+88.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | +0.3% |
| 7D | +8.0% | -8.8% | +16.8% | +10.6% |
| 30D | +20.2% | -1.4% | +21.5% | +20.4% |
| 3M | +3.5% | +13.9% | -10.3% | -1.0% |
| 6M | -28.9% | +27.4% | -56.3% | -34.5% |
| YTD | -45.1% | -2.5% | -42.6% | -45.8% |
| 1Y | -66.2% | -23.8% | -42.4% | -63.6% |
| All | +55.9% | -32.7% | +88.6% | +79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling