-35.5%
RBLX vs FDS
-3.2%
-32.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.3% | +7.8% | +5.6% |
| 7D | +10.2% | -5.4% | +15.6% | +13.0% |
| 30D | +18.6% | +1.6% | +17.0% | +17.2% |
| 3M | +6.0% | +17.7% | -11.8% | -4.3% |
| 6M | -29.5% | +29.1% | -58.5% | -40.1% |
| YTD | -44.7% | +1.0% | -45.7% | -46.3% |
| 1Y | -65.1% | -21.6% | -43.5% | -60.2% |
| 3Y | +54.5% | -30.1% | +84.6% | +83.3% |
| 5Y | -46.3% | -20.7% | -25.6% | -39.1% |
| All | -35.5% | -3.2% | -32.3% | -39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling