-34.5%
RBLX vs FLUT
-50.9%
+16.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +0.7% |
| 7D | +5.1% | +0.4% | +4.6% | +4.9% |
| 30D | +28.0% | +2.5% | +25.5% | +26.4% |
| 3M | +4.6% | -9.2% | +13.9% | +7.1% |
| 6M | -24.7% | -8.2% | -16.4% | -23.5% |
| YTD | -43.8% | -53.2% | +9.4% | -28.0% |
| 1Y | -65.8% | -65.6% | -0.2% | -51.4% |
| 3Y | +59.4% | -43.6% | +102.9% | +79.9% |
| 5Y | -48.2% | -50.3% | +2.1% | -46.1% |
| All | -34.5% | -50.9% | +16.4% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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