-45.0%
RBLX vs FLNC
-70.4%
+25.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +0.9% |
| 7D | +5.1% | -4.1% | +9.1% | +5.7% |
| 30D | +28.0% | -24.8% | +52.8% | +34.4% |
| 3M | +4.6% | -59.1% | +63.7% | +20.9% |
| 6M | -24.7% | -42.0% | +17.3% | -23.5% |
| YTD | -43.8% | -49.8% | +5.9% | -42.8% |
| 1Y | -65.8% | +43.1% | -108.9% | -74.1% |
| 3Y | +59.4% | -61.0% | +120.3% | +38.0% |
| All | -45.0% | -70.4% | +25.3% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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