-35.9%
RBLX vs FTI
+817.4%
-853.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | +8.0% | -2.3% | +10.4% | +8.5% |
| 30D | +20.2% | +5.0% | +15.1% | +19.0% |
| 3M | +3.5% | +13.8% | -10.3% | -0.2% |
| 6M | -28.9% | +22.9% | -51.8% | -32.9% |
| YTD | -45.1% | +75.0% | -120.0% | -52.1% |
| 1Y | -66.2% | +96.9% | -163.1% | -71.5% |
| 3Y | +53.5% | +276.7% | -223.3% | +10.7% |
| 5Y | -48.4% | +1,157.0% | -1,205.5% | -70.2% |
| All | -35.9% | +817.4% | -853.3% | -59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling