+59.4%
RBLX vs FISV
-57.6%
+117.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.4% | -4.0% | +0.4% |
| 7D | +5.1% | -2.7% | +7.7% | +5.5% |
| 30D | +28.0% | 0.0% | +28.0% | +27.9% |
| 3M | +4.6% | -2.8% | +7.4% | +4.7% |
| 6M | -24.7% | -11.8% | -12.8% | -23.1% |
| YTD | -43.8% | -23.2% | -20.6% | -41.8% |
| 1Y | -65.8% | -62.0% | -3.8% | -62.4% |
| 3Y | +59.4% | -57.6% | +117.0% | +19.8% |
| All | +59.4% | -57.6% | +117.0% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 3y: compounded portfolio wealth divided by compounded FISV 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…
3y analysis · Full analysis span regression · 6 months rolling