-35.4%
RBLX vs FLR
+180.4%
-215.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.6% |
| 7D | +8.1% | -6.9% | +15.0% | +10.6% |
| 30D | +23.9% | +1.1% | +22.8% | +23.2% |
| 3M | +8.1% | +14.3% | -6.2% | +2.0% |
| 6M | -23.7% | +19.1% | -42.8% | -29.8% |
| YTD | -44.6% | +35.1% | -79.7% | -51.1% |
| 1Y | -66.2% | +29.5% | -95.7% | -69.8% |
| 3Y | +54.7% | +53.0% | +1.7% | +23.0% |
| 5Y | -48.9% | +238.9% | -287.9% | -67.6% |
| All | -35.4% | +180.4% | -215.8% | -55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling