-34.5%
RBLX vs FLR
+183.8%
-218.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.0% |
| 7D | +5.1% | -3.5% | +8.5% | +6.2% |
| 30D | +28.0% | +4.2% | +23.9% | +26.1% |
| 3M | +4.6% | +8.1% | -3.5% | +0.6% |
| 6M | -24.7% | +21.5% | -46.2% | -31.1% |
| YTD | -43.8% | +36.8% | -80.6% | -50.6% |
| 1Y | -65.8% | +31.2% | -97.0% | -69.6% |
| 3Y | +59.4% | +53.9% | +5.5% | +26.5% |
| 5Y | -48.2% | +243.0% | -291.3% | -67.3% |
| All | -34.5% | +183.8% | -218.3% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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