-35.5%
RBLX vs FSLR
+172.9%
-208.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.3% | -0.8% | +2.5% |
| 7D | +10.2% | +6.8% | +3.4% | +8.6% |
| 30D | +18.6% | -14.7% | +33.3% | +22.7% |
| 3M | +6.0% | -22.6% | +28.5% | +11.4% |
| 6M | -29.5% | +12.7% | -42.2% | -32.8% |
| YTD | -44.7% | -18.4% | -26.3% | -43.7% |
| 1Y | -65.1% | +4.9% | -70.1% | -66.9% |
| 3Y | +54.5% | +16.4% | +38.1% | +25.8% |
| 5Y | -46.3% | +123.5% | -169.8% | -74.5% |
| All | -35.5% | +172.9% | -208.4% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded FSLR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling