-66.6%
RBLX vs FGI
+81.8%
-148.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.5% | -3.2% | +4.2% |
| 7D | +12.4% | +0.5% | +11.9% | +12.4% |
| 30D | +19.7% | +65.4% | -45.7% | +17.9% |
| 3M | -0.1% | +23.5% | -23.6% | -1.7% |
| 6M | -35.7% | +60.5% | -96.3% | -37.3% |
| YTD | -46.6% | +30.0% | -76.6% | -47.7% |
| 1Y | -66.6% | +82.1% | -148.7% | -67.0% |
| All | -66.6% | +81.8% | -148.5% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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