-35.4%
RBLX vs FLEX
+729.9%
-765.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +5.0% | +2.2% |
| 7D | +8.1% | +0.1% | +8.0% | +8.0% |
| 30D | +23.9% | -11.8% | +35.7% | +28.5% |
| 3M | +8.1% | -22.6% | +30.7% | +14.9% |
| 6M | -23.7% | +77.3% | -101.0% | -47.6% |
| YTD | -44.6% | +78.8% | -123.4% | -62.3% |
| 1Y | -66.2% | +86.1% | -152.3% | -77.7% |
| 3Y | +54.7% | +446.2% | -391.5% | -50.8% |
| 5Y | -48.9% | +689.7% | -738.6% | -88.1% |
| All | -35.4% | +729.9% | -765.4% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling