-35.5%
RBLX vs FICO
+103.3%
-138.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.4% |
| 7D | +10.2% | -15.4% | +25.6% | +16.4% |
| 30D | +18.6% | -10.4% | +29.0% | +22.1% |
| 3M | +6.0% | -22.7% | +28.7% | +14.1% |
| 6M | -29.5% | -36.8% | +7.3% | -18.5% |
| YTD | -44.7% | -44.8% | +0.1% | -32.4% |
| 1Y | -65.1% | -39.3% | -25.8% | -60.4% |
| 3Y | +54.5% | +3.7% | +50.8% | +12.1% |
| 5Y | -46.3% | +101.7% | -148.1% | -75.1% |
| All | -35.5% | +103.3% | -138.8% | -71.8% |
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