-37.7%
RBLX vs FLUT
-51.2%
+13.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +5.1% |
| 7D | +12.4% | -1.6% | +14.0% | +12.9% |
| 30D | +19.7% | +7.7% | +11.9% | +15.9% |
| 3M | -0.1% | -0.7% | +0.6% | -1.2% |
| 6M | -35.7% | -11.2% | -24.6% | -34.0% |
| YTD | -46.6% | -53.4% | +6.9% | -31.3% |
| 1Y | -66.6% | -65.8% | -0.9% | -52.5% |
| 3Y | +52.3% | -44.9% | +97.2% | +73.6% |
| 5Y | -47.7% | -49.7% | +2.0% | -45.7% |
| All | -37.7% | -51.2% | +13.5% | -35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling