-35.4%
RBLX vs FOXA
+72.0%
-107.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.1% |
| 7D | +8.1% | -3.7% | +11.9% | +9.5% |
| 30D | +23.9% | +5.4% | +18.6% | +21.2% |
| 3M | +8.1% | -3.7% | +11.9% | +8.0% |
| 6M | -23.7% | +12.6% | -36.3% | -29.1% |
| YTD | -44.6% | -10.0% | -34.6% | -43.5% |
| 1Y | -66.2% | +15.0% | -81.3% | -69.6% |
| 3Y | +54.7% | +115.1% | -60.4% | -1.9% |
| 5Y | -48.9% | +93.0% | -142.0% | -65.0% |
| All | -35.4% | +72.0% | -107.4% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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