-24.5%
RBLX vs FGI
-70.6%
+46.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.2% | +3.5% |
| 7D | +14.7% | -7.0% | +21.6% | +15.0% |
| 30D | +6.2% | -4.2% | +10.5% | +6.4% |
| 3M | +36.8% | +55.6% | -18.8% | +31.2% |
| 6M | +12.7% | -3.2% | +15.8% | +9.5% |
| YTD | -39.2% | +29.1% | -68.3% | -43.2% |
| 1Y | -51.3% | +51.0% | -102.3% | -55.4% |
| 3Y | +45.6% | +1.5% | +44.1% | +26.0% |
| All | -24.5% | -70.6% | +46.1% | -22.4% |
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