-37.7%
RBLX vs FFIV
+99.6%
-137.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.8% | +4.6% |
| 7D | +12.4% | -1.0% | +13.4% | +13.2% |
| 30D | +19.7% | -5.1% | +24.7% | +22.9% |
| 3M | -0.1% | -4.5% | +4.4% | +1.1% |
| 6M | -35.7% | +36.5% | -72.2% | -50.6% |
| YTD | -46.6% | +53.0% | -99.5% | -62.3% |
| 1Y | -66.6% | +24.2% | -90.8% | -73.0% |
| 3Y | +52.3% | +137.2% | -84.9% | -32.1% |
| 5Y | -47.7% | +91.8% | -139.5% | -71.5% |
| All | -37.7% | +99.6% | -137.3% | -70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling