-24.3%
RBLX vs FE
+71.6%
-95.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | +6.7% | -0.4% | +7.1% | +6.8% |
| 30D | +6.1% | +3.6% | +2.5% | +5.5% |
| 3M | +45.3% | +0.3% | +44.9% | +45.1% |
| 6M | +27.4% | +6.4% | +20.9% | +25.8% |
| YTD | -35.1% | +8.1% | -43.2% | -36.1% |
| 1Y | -49.7% | +4.6% | -54.3% | -50.3% |
| 3Y | +36.9% | +49.1% | -12.2% | +23.6% |
| 5Y | -46.4% | +46.1% | -92.5% | -51.3% |
| All | -24.3% | +71.6% | -95.9% | -39.3% |
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