-66.6%
RBLX vs FFIV
+25.9%
-92.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.8% | +4.5% |
| 7D | +12.4% | -1.0% | +13.4% | +12.8% |
| 30D | +19.7% | -5.1% | +24.7% | +21.3% |
| 3M | -0.1% | -4.5% | +4.4% | +0.8% |
| 6M | -35.7% | +36.5% | -72.2% | -44.4% |
| YTD | -46.6% | +53.0% | -99.5% | -54.7% |
| 1Y | -66.6% | +24.2% | -90.8% | -71.3% |
| All | -66.6% | +25.9% | -92.5% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling