-28.2%
RBLX vs FICO
+56.8%
-85.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.1% |
| 7D | +1.2% | +2.2% | -1.0% | +0.5% |
| 30D | +5.0% | +0.1% | +4.9% | +4.2% |
| 3M | +31.5% | -35.2% | +66.7% | +48.0% |
| 6M | +18.9% | -32.4% | +51.3% | +29.2% |
| YTD | -38.4% | -57.4% | +19.0% | -19.8% |
| 1Y | -50.7% | -58.5% | +7.8% | -35.3% |
| 3Y | +28.8% | -28.9% | +57.7% | +8.7% |
| 5Y | -53.6% | +91.7% | -145.3% | -80.3% |
| All | -28.2% | +56.8% | -85.0% | -66.5% |
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