-35.4%
RBLX vs FISV
-60.3%
+24.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | +8.1% | -7.2% | +15.3% | +11.1% |
| 30D | +23.9% | -7.2% | +31.1% | +27.2% |
| 3M | +8.1% | -8.2% | +16.3% | +10.7% |
| 6M | -23.7% | -17.7% | -6.0% | -18.3% |
| YTD | -44.6% | -27.2% | -17.5% | -38.4% |
| 1Y | -66.2% | -63.0% | -3.2% | -54.8% |
| 3Y | +54.7% | -59.8% | +114.5% | +55.5% |
| 5Y | -48.9% | -55.8% | +6.9% | -56.3% |
| All | -35.4% | -60.3% | +24.8% | -36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling