-51.4%
RBLX vs FIX
+13.3%
-64.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +12.6% | -13.9% | +26.6% | +13.5% |
| 30D | +6.4% | -35.5% | +42.0% | +9.7% |
| 3M | +38.2% | -33.9% | +72.1% | +41.5% |
| 6M | +22.1% | -43.3% | +65.4% | +26.7% |
| YTD | -36.8% | +18.7% | -55.5% | -51.6% |
| 1Y | -51.4% | +13.8% | -65.2% | -62.2% |
| All | -51.4% | +13.3% | -64.7% | -62.2% |
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