-31.8%
RBLX vs FGI
-69.1%
+37.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -0.8% |
| 7D | +8.0% | +14.7% | -6.7% | +7.5% |
| 30D | +20.2% | +67.0% | -46.8% | +15.1% |
| 3M | +3.5% | +31.0% | -27.5% | -0.2% |
| 6M | -28.9% | +126.8% | -155.8% | -35.5% |
| YTD | -45.1% | +35.6% | -80.7% | -48.8% |
| 1Y | -66.2% | +108.9% | -175.1% | -70.9% |
| 3Y | +53.5% | -0.3% | +53.7% | +34.0% |
| All | -31.8% | -69.1% | +37.3% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling