-66.2%
RBLX vs FIX
+125.7%
-191.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | -0.4% |
| 7D | +8.0% | +3.5% | +4.5% | +7.5% |
| 30D | +20.2% | -3.5% | +23.7% | +20.5% |
| 3M | +3.5% | -11.8% | +15.3% | +4.2% |
| 6M | -28.9% | +17.8% | -46.7% | -36.5% |
| YTD | -45.1% | +73.3% | -118.4% | -56.5% |
| 1Y | -66.2% | +128.1% | -194.3% | -75.0% |
| All | -66.2% | +125.7% | -191.9% | -75.0% |
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