-37.7%
RBLX vs FIVE
+38.4%
-76.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.1% | -0.8% | +2.1% |
| 7D | +12.4% | +4.3% | +8.1% | +10.4% |
| 30D | +19.7% | +12.5% | +7.2% | +13.4% |
| 3M | -0.1% | +31.2% | -31.3% | -12.2% |
| 6M | -35.7% | +14.4% | -50.1% | -40.7% |
| YTD | -46.6% | +33.9% | -80.4% | -54.1% |
| 1Y | -66.6% | +65.1% | -131.7% | -74.2% |
| 3Y | +52.3% | +49.0% | +3.3% | +14.1% |
| 5Y | -47.7% | +30.3% | -78.0% | -59.3% |
| All | -37.7% | +38.4% | -76.1% | -56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling