+55.9%
RBLX vs FE
+46.9%
+9.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | +8.0% | -0.2% | +8.2% | +8.0% |
| 30D | +20.2% | -1.2% | +21.3% | +20.1% |
| 3M | +3.5% | +1.7% | +1.9% | +3.6% |
| 6M | -28.9% | -7.5% | -21.5% | -29.4% |
| YTD | -45.1% | +6.3% | -51.4% | -44.9% |
| 1Y | -66.2% | +10.9% | -77.1% | -66.0% |
| All | +55.9% | +46.9% | +9.1% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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