-35.5%
RBLX vs FIS
-68.6%
+33.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.9% | +9.4% | +6.2% |
| 7D | +10.2% | -3.5% | +13.7% | +11.7% |
| 30D | +18.6% | -7.8% | +26.4% | +22.6% |
| 3M | +6.0% | +0.8% | +5.1% | +5.6% |
| 6M | -29.5% | -21.9% | -7.5% | -21.4% |
| YTD | -44.7% | -39.5% | -5.2% | -31.5% |
| 1Y | -65.1% | -41.0% | -24.1% | -56.6% |
| 3Y | +54.5% | -23.6% | +78.1% | +62.2% |
| 5Y | -46.3% | -65.6% | +19.3% | -21.5% |
| All | -35.5% | -68.6% | +33.1% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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