-36.0%
RBLX vs FN
+170.4%
-206.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +11.7% | -8.2% | +1.1% |
| 7D | +14.7% | 0.0% | +14.7% | +14.1% |
| 30D | +6.2% | -34.3% | +40.5% | +14.7% |
| 3M | +36.8% | -39.9% | +76.7% | +48.8% |
| 6M | +12.7% | -51.8% | +64.5% | +25.9% |
| YTD | -39.2% | -28.1% | -11.0% | -40.5% |
| 1Y | -51.3% | -29.1% | -22.2% | -52.5% |
| 3Y | +45.6% | +102.4% | -56.8% | -9.9% |
| All | -36.0% | +170.4% | -206.3% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 5y: compounded portfolio wealth divided by compounded FN 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…
5y analysis · Full analysis span regression · 6 months rolling