-35.4%
RBLX vs FIVE
+32.4%
-67.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.8% |
| 7D | +8.1% | +0.6% | +7.6% | +7.8% |
| 30D | +23.9% | +3.0% | +20.9% | +22.0% |
| 3M | +8.1% | +23.2% | -15.1% | -2.3% |
| 6M | -23.7% | +9.2% | -32.9% | -28.1% |
| YTD | -44.6% | +28.1% | -72.7% | -51.5% |
| 1Y | -66.2% | +65.3% | -131.5% | -73.9% |
| 3Y | +54.7% | +49.4% | +5.3% | +13.9% |
| 5Y | -48.9% | +29.5% | -78.5% | -60.0% |
| All | -35.4% | +32.4% | -67.8% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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