-35.9%
RBLX vs FIX
+2,119.9%
-2,155.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | -0.1% |
| 7D | +8.0% | +3.5% | +4.5% | +7.0% |
| 30D | +20.2% | -3.5% | +23.7% | +20.9% |
| 3M | +3.5% | -11.8% | +15.3% | +5.2% |
| 6M | -28.9% | +17.8% | -46.7% | -35.8% |
| YTD | -45.1% | +73.3% | -118.4% | -56.7% |
| 1Y | -66.2% | +128.1% | -194.3% | -76.1% |
| 3Y | +53.5% | +772.7% | -719.2% | -45.6% |
| 5Y | -48.4% | +2,166.4% | -2,214.9% | -89.1% |
| All | -35.9% | +2,119.9% | -2,155.9% | -87.4% |
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