+54.5%
RBLX vs FIX
+784.8%
-730.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +3.0% |
| 7D | +10.2% | +6.1% | +4.2% | +8.9% |
| 30D | +18.6% | -2.7% | +21.3% | +18.9% |
| 3M | +6.0% | -10.9% | +16.9% | +7.1% |
| 6M | -29.5% | +29.0% | -58.4% | -36.2% |
| YTD | -44.7% | +76.9% | -121.6% | -53.7% |
| 1Y | -65.1% | +130.7% | -195.9% | -72.7% |
| 3Y | +54.5% | +790.7% | -736.2% | -16.2% |
| All | +54.5% | +784.8% | -730.3% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling