-28.2%
RBLX vs FIX
+1,430.4%
-1,458.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.6% | -2.6% |
| 7D | +1.2% | +9.4% | -8.2% | -1.2% |
| 30D | +5.0% | -27.8% | +32.8% | +13.3% |
| 3M | +31.5% | -35.6% | +67.1% | +45.2% |
| 6M | +18.9% | -45.2% | +64.2% | +35.3% |
| YTD | -38.4% | +19.5% | -57.9% | -47.3% |
| 1Y | -50.7% | +24.2% | -75.0% | -58.5% |
| 3Y | +28.8% | +494.2% | -465.4% | -49.9% |
| 5Y | -53.6% | +1,036.1% | -1,089.7% | -89.0% |
| All | -28.2% | +1,430.4% | -1,458.6% | -84.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling