-66.6%
RBLX vs FIX
+128.3%
-194.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +4.1% |
| 7D | +12.4% | +6.0% | +6.4% | +11.5% |
| 30D | +19.7% | -7.2% | +26.9% | +20.7% |
| 3M | -0.1% | -15.9% | +15.8% | +1.6% |
| 6M | -35.7% | +12.7% | -48.5% | -41.8% |
| YTD | -46.6% | +72.8% | -119.3% | -57.6% |
| 1Y | -66.6% | +122.9% | -189.5% | -74.3% |
| All | -66.6% | +128.3% | -194.9% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling