-34.5%
RBLX vs FTI
+800.0%
-834.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.2% |
| 7D | +5.1% | -4.4% | +9.4% | +6.0% |
| 30D | +28.0% | +1.5% | +26.5% | +27.6% |
| 3M | +4.6% | +8.2% | -3.6% | +2.0% |
| 6M | -24.7% | +18.8% | -43.5% | -28.3% |
| YTD | -43.8% | +71.7% | -115.5% | -50.9% |
| 1Y | -65.8% | +90.0% | -155.8% | -70.9% |
| 3Y | +59.4% | +270.5% | -211.1% | +15.3% |
| 5Y | -48.2% | +1,084.5% | -1,132.8% | -69.8% |
| All | -34.5% | +800.0% | -834.6% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling