-37.7%
RBLX vs FICO
+103.0%
-140.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -16.7% | +21.0% | +10.8% |
| 7D | +12.4% | -19.2% | +31.6% | +20.8% |
| 30D | +19.7% | -14.6% | +34.3% | +25.5% |
| 3M | -0.1% | -20.1% | +20.0% | +6.0% |
| 6M | -35.7% | -36.3% | +0.6% | -26.0% |
| YTD | -46.6% | -44.9% | -1.7% | -34.6% |
| 1Y | -66.6% | -38.6% | -28.0% | -62.3% |
| 3Y | +52.3% | +4.0% | +48.3% | +10.3% |
| 5Y | -47.7% | +99.5% | -147.3% | -75.5% |
| All | -37.7% | +103.0% | -140.7% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling