-37.7%
RBLX vs FE
+70.8%
-108.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.4% |
| 7D | +12.4% | +1.9% | +10.5% | +12.1% |
| 30D | +19.7% | -1.2% | +20.8% | +19.9% |
| 3M | -0.1% | +3.5% | -3.6% | -0.8% |
| 6M | -35.7% | -6.1% | -29.7% | -35.2% |
| YTD | -46.6% | +7.6% | -54.2% | -47.3% |
| 1Y | -66.6% | +11.9% | -78.5% | -67.3% |
| 3Y | +52.3% | +48.4% | +3.9% | +37.5% |
| 5Y | -47.7% | +44.8% | -92.5% | -52.4% |
| All | -37.7% | +70.8% | -108.4% | -49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling