+28.8%
RBLX vs FDS
-23.3%
+52.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.0% |
| 7D | +1.2% | +1.5% | -0.2% | +0.8% |
| 30D | +5.0% | +14.8% | -9.8% | +0.3% |
| 3M | +31.5% | +16.3% | +15.2% | +24.6% |
| 6M | +18.9% | +66.2% | -47.3% | +0.7% |
| YTD | -38.4% | +16.2% | -54.6% | -42.7% |
| 1Y | -50.7% | +21.8% | -72.6% | -54.9% |
| 3Y | +28.8% | -23.9% | +52.7% | +39.8% |
| All | +28.8% | -23.3% | +52.1% | +39.8% |
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