-49.3%
RBLX vs FDS
-23.7%
-25.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | +1.1% |
| 7D | +8.0% | -8.8% | +16.8% | +12.9% |
| 30D | +20.2% | -1.4% | +21.5% | +20.5% |
| 3M | +3.5% | +13.9% | -10.3% | -5.0% |
| 6M | -28.9% | +27.4% | -56.3% | -39.6% |
| YTD | -45.1% | -2.5% | -42.6% | -45.6% |
| 1Y | -66.2% | -23.8% | -42.4% | -60.6% |
| 3Y | +53.5% | -32.5% | +86.0% | +86.3% |
| All | -49.3% | -23.7% | -25.7% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling