-24.3%
RBLX vs FIX
+1,496.6%
-1,520.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.0% | -2.3% | +1.4% |
| 7D | +6.7% | +6.4% | +0.2% | +4.7% |
| 30D | +6.1% | -29.1% | +35.2% | +15.2% |
| 3M | +45.3% | -31.1% | +76.4% | +57.4% |
| 6M | +27.4% | -42.8% | +70.2% | +43.1% |
| YTD | -35.1% | +24.6% | -59.7% | -45.0% |
| 1Y | -49.7% | +21.9% | -71.7% | -57.3% |
| 3Y | +36.9% | +524.9% | -488.0% | -47.6% |
| 5Y | -46.4% | +1,092.2% | -1,138.6% | -87.5% |
| All | -24.3% | +1,496.6% | -1,520.9% | -83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling