+59.4%
RBLX vs FLR
+54.2%
+5.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +0.7% |
| 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% | -69.5% |
| 3Y | +59.4% | +53.9% | +5.5% | +26.1% |
| All | +59.4% | +54.2% | +5.2% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling