-26.5%
RBLX vs FPS
+19.2%
-45.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.3% |
| 7D | +8.0% | +5.3% | +2.7% | +7.6% |
| 30D | +20.2% | -17.6% | +37.7% | +22.0% |
| 3M | +3.5% | -45.8% | +49.3% | +9.6% |
| 6M | -28.9% | -10.1% | -18.8% | -31.6% |
| All | -26.5% | +19.2% | -45.7% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling