+59.4%
RBLX vs FTV
-5.2%
+64.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +5.1% | -4.0% | +9.0% | +6.3% |
| 30D | +28.0% | -11.0% | +39.0% | +32.4% |
| 3M | +4.6% | -8.4% | +13.0% | +6.7% |
| 6M | -24.7% | -2.6% | -22.1% | -24.9% |
| YTD | -43.8% | -0.6% | -43.2% | -44.3% |
| 1Y | -65.8% | +11.0% | -76.7% | -67.7% |
| 3Y | +59.4% | -6.3% | +65.7% | +61.0% |
| All | +59.4% | -5.2% | +64.6% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling