-34.5%
RBLX vs FERG
+103.4%
-138.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.0% |
| 7D | +5.1% | -2.6% | +7.6% | +6.4% |
| 30D | +28.0% | -8.9% | +36.9% | +33.9% |
| 3M | +4.6% | -2.0% | +6.7% | +4.2% |
| 6M | -24.7% | -3.2% | -21.5% | -24.9% |
| YTD | -43.8% | +1.5% | -45.3% | -45.2% |
| 1Y | -65.8% | +0.5% | -66.3% | -66.8% |
| 3Y | +59.4% | +50.4% | +9.0% | +10.7% |
| 5Y | -48.2% | +68.7% | -116.9% | -69.6% |
| All | -34.5% | +103.4% | -138.0% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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