-35.4%
RBLX vs FFIV
+103.7%
-139.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.8% |
| 7D | +8.1% | +1.6% | +6.5% | +6.8% |
| 30D | +23.9% | -3.7% | +27.7% | +26.2% |
| 3M | +8.1% | +2.0% | +6.2% | +4.2% |
| 6M | -23.7% | +39.3% | -63.0% | -42.2% |
| YTD | -44.6% | +56.1% | -100.7% | -61.5% |
| 1Y | -66.2% | +22.0% | -88.2% | -72.3% |
| 3Y | +54.7% | +148.2% | -93.5% | -33.7% |
| 5Y | -48.9% | +96.3% | -145.3% | -72.6% |
| All | -35.4% | +103.7% | -139.1% | -70.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling