-34.5%
RBLX vs FITB
+82.3%
-116.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.2% |
| 7D | +5.1% | -0.3% | +5.3% | +5.2% |
| 30D | +28.0% | -5.7% | +33.7% | +30.6% |
| 3M | +4.6% | +3.2% | +1.5% | +3.1% |
| 6M | -24.7% | +23.4% | -48.1% | -30.7% |
| YTD | -43.8% | +18.8% | -62.6% | -48.1% |
| 1Y | -65.8% | +25.0% | -90.8% | -69.2% |
| 3Y | +59.4% | +131.2% | -71.8% | +8.0% |
| 5Y | -48.2% | +70.7% | -118.9% | -58.7% |
| All | -34.5% | +82.3% | -116.9% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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