-25.8%
RBLX vs FICO
+57.6%
-83.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.7% | +1.9% | +3.7% |
| 7D | +20.3% | -0.1% | +20.4% | +20.2% |
| 30D | +7.3% | +8.4% | -1.1% | +3.3% |
| 3M | +36.5% | -30.5% | +67.0% | +49.4% |
| 6M | +23.1% | -35.7% | +58.8% | +36.7% |
| YTD | -36.3% | -57.2% | +20.9% | -17.2% |
| 1Y | -51.7% | -58.4% | +6.7% | -36.7% |
| 3Y | +35.6% | -24.8% | +60.4% | +10.5% |
| 5Y | -52.9% | +79.3% | -132.1% | -78.8% |
| All | -25.8% | +57.6% | -83.4% | -65.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling