-48.4%
RBLX vs FFIV
+100.0%
-148.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.5% | -3.4% |
| 7D | +8.0% | +3.5% | +4.6% | +5.3% |
| 30D | +20.2% | -1.3% | +21.5% | +20.3% |
| 3M | +3.5% | +2.4% | +1.2% | -0.6% |
| 6M | -28.9% | +41.8% | -70.7% | -47.6% |
| YTD | -45.1% | +58.5% | -103.6% | -63.0% |
| 1Y | -66.2% | +24.3% | -90.6% | -72.9% |
| 3Y | +53.5% | +152.0% | -98.6% | -39.5% |
| 5Y | -48.4% | +99.1% | -147.6% | -72.3% |
| All | -48.4% | +100.0% | -148.4% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling