-37.7%
RBLX vs FIX
+2,113.3%
-2,151.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +3.8% |
| 7D | +12.4% | +6.0% | +6.4% | +10.6% |
| 30D | +19.7% | -7.2% | +26.9% | +21.8% |
| 3M | -0.1% | -15.9% | +15.8% | +3.1% |
| 6M | -35.7% | +12.7% | -48.5% | -41.2% |
| YTD | -46.6% | +72.8% | -119.3% | -57.9% |
| 1Y | -66.6% | +122.9% | -189.5% | -76.2% |
| 3Y | +52.3% | +774.3% | -722.0% | -46.1% |
| 5Y | -47.7% | +2,049.5% | -2,097.2% | -88.9% |
| All | -37.7% | +2,113.3% | -2,151.0% | -87.7% |
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