-66.6%
RBLX vs FICO
-39.1%
-27.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -16.7% | +21.0% | +6.8% |
| 7D | +12.4% | -19.2% | +31.6% | +15.7% |
| 30D | +19.7% | -14.6% | +34.3% | +21.7% |
| 3M | -0.1% | -20.1% | +20.0% | +2.4% |
| 6M | -35.7% | -36.3% | +0.6% | -33.6% |
| YTD | -46.6% | -44.9% | -1.7% | -45.1% |
| 1Y | -66.6% | -38.6% | -28.0% | -65.7% |
| All | -66.6% | -39.1% | -27.6% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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