-46.3%
RBLX vs FIX
+2,166.5%
-2,212.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +2.8% |
| 7D | +10.2% | +6.1% | +4.2% | +8.3% |
| 30D | +18.6% | -2.7% | +21.3% | +19.0% |
| 3M | +6.0% | -10.9% | +16.9% | +7.4% |
| 6M | -29.5% | +29.0% | -58.4% | -38.5% |
| YTD | -44.7% | +76.9% | -121.6% | -57.0% |
| 1Y | -65.1% | +130.7% | -195.9% | -75.7% |
| 3Y | +54.5% | +790.7% | -736.2% | -48.8% |
| 5Y | -46.3% | +2,185.6% | -2,231.9% | -90.4% |
| All | -46.3% | +2,166.5% | -2,212.8% | -90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling