-34.5%
RBLX vs FDX
+65.3%
-99.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +5.1% | -3.3% | +8.3% | +6.4% |
| 30D | +28.0% | -4.5% | +32.5% | +30.2% |
| 3M | +4.6% | -7.3% | +12.0% | +7.4% |
| 6M | -24.7% | +7.5% | -32.2% | -27.7% |
| YTD | -43.8% | +35.1% | -78.9% | -51.4% |
| 1Y | -65.8% | +71.4% | -137.2% | -73.5% |
| 3Y | +59.4% | +60.8% | -1.4% | +18.3% |
| 5Y | -48.2% | +65.5% | -113.7% | -64.3% |
| All | -34.5% | +65.3% | -99.9% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 10y: compounded portfolio wealth divided by compounded FDX 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…
10y analysis · Full analysis span regression · 6 months rolling