-35.5%
RBLX vs FITB
+81.6%
-117.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.1% | +3.7% |
| 7D | +10.2% | +2.8% | +7.4% | +9.1% |
| 30D | +18.6% | -4.5% | +23.1% | +20.4% |
| 3M | +6.0% | +5.7% | +0.3% | +3.6% |
| 6M | -29.5% | +17.1% | -46.6% | -33.9% |
| YTD | -44.7% | +18.3% | -63.0% | -48.8% |
| 1Y | -65.1% | +23.9% | -89.0% | -68.5% |
| 3Y | +54.5% | +131.1% | -76.6% | +4.6% |
| 5Y | -46.3% | +71.1% | -117.4% | -57.1% |
| All | -35.5% | +81.6% | -117.1% | -49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling