-26.3%
RBLX vs FN
+295.7%
-322.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.0% | +0.2% |
| 7D | +12.6% | -4.1% | +16.7% | +13.0% |
| 30D | +6.4% | -28.3% | +34.8% | +12.7% |
| 3M | +38.2% | -33.9% | +72.0% | +47.0% |
| 6M | +22.1% | -43.9% | +66.0% | +31.7% |
| YTD | -36.8% | -23.4% | -13.4% | -38.9% |
| 1Y | -51.4% | -25.4% | -26.0% | -52.9% |
| 3Y | +33.2% | +107.9% | -74.7% | -14.7% |
| 5Y | -46.3% | +195.1% | -241.3% | -74.2% |
| All | -26.3% | +295.7% | -322.0% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling