-44.0%
RBLX vs FRSH
-72.5%
+28.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +5.1% | -6.6% | +11.7% | +8.1% |
| 30D | +28.0% | +2.1% | +25.9% | +26.2% |
| 3M | +4.6% | +29.0% | -24.3% | -7.4% |
| 6M | -24.7% | +48.6% | -73.3% | -38.5% |
| YTD | -43.8% | -2.9% | -40.9% | -45.5% |
| 1Y | -65.8% | -7.9% | -57.9% | -66.2% |
| 3Y | +59.4% | -46.5% | +105.9% | +87.9% |
| All | -44.0% | -72.5% | +28.6% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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