-66.6%
RBLX vs FTV
+21.5%
-88.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.4% |
| 7D | +12.4% | -4.6% | +17.0% | +12.6% |
| 30D | +19.7% | -7.2% | +26.8% | +20.1% |
| 3M | -0.1% | -7.3% | +7.2% | +0.3% |
| 6M | -35.7% | -1.6% | -34.1% | -36.1% |
| YTD | -46.6% | +3.3% | -49.9% | -45.5% |
| 1Y | -66.6% | +20.2% | -86.8% | -64.2% |
| All | -66.6% | +21.5% | -88.2% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling