-18.6%
RBLX vs FPS
-13.7%
-4.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -17.3% | +25.8% | +9.1% |
| 7D | -7.5% | -23.3% | +15.9% | -6.6% |
| 30D | +10.6% | -42.4% | +53.0% | +12.5% |
| 3M | +33.3% | -43.0% | +76.3% | +36.8% |
| 6M | +3.7% | -44.5% | +48.1% | +5.1% |
| All | -18.6% | -13.7% | -4.9% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling