+54.5%
RBLX vs FIVE
+59.0%
-4.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.7% | +3.3% |
| 7D | +10.2% | +3.7% | +6.5% | +9.4% |
| 30D | +18.6% | +4.0% | +14.6% | +17.5% |
| 3M | +6.0% | +36.2% | -30.3% | -1.3% |
| 6M | -29.5% | +18.0% | -47.5% | -32.3% |
| YTD | -44.7% | +34.9% | -79.6% | -48.4% |
| 1Y | -65.1% | +67.9% | -133.0% | -69.0% |
| 3Y | +54.5% | +57.3% | -2.8% | +24.5% |
| All | +54.5% | +59.0% | -4.5% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling