+27.4%
RBLX vs FIX
-40.5%
+67.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.0% | -2.3% | +2.8% |
| 7D | +6.7% | +6.4% | +0.2% | +6.4% |
| 30D | +6.1% | -29.1% | +35.2% | +2.0% |
| 3M | +45.3% | -31.1% | +76.4% | +39.3% |
| 6M | +27.4% | -42.8% | +70.2% | +13.9% |
| All | +27.4% | -40.5% | +67.9% | +13.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling