-37.7%
RBLX vs FLEX
+741.5%
-779.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.8% |
| 7D | +12.4% | -0.9% | +13.3% | +12.7% |
| 30D | +19.7% | -10.1% | +29.8% | +23.4% |
| 3M | -0.1% | -31.3% | +31.3% | +11.0% |
| 6M | -35.7% | +71.3% | -107.0% | -55.0% |
| YTD | -46.6% | +81.2% | -127.8% | -63.7% |
| 1Y | -66.6% | +98.5% | -165.1% | -78.6% |
| 3Y | +52.3% | +428.2% | -376.0% | -50.1% |
| 5Y | -47.7% | +657.3% | -705.0% | -87.6% |
| All | -37.7% | +741.5% | -779.1% | -85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling