-35.9%
RBLX vs FTV
+9.3%
-45.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | +0.2% |
| 7D | +8.0% | -1.3% | +9.3% | +8.9% |
| 30D | +20.2% | -9.5% | +29.7% | +28.2% |
| 3M | +3.5% | -10.9% | +14.4% | +10.4% |
| 6M | -28.9% | -0.6% | -28.3% | -30.2% |
| YTD | -45.1% | +1.4% | -46.5% | -47.5% |
| 1Y | -66.2% | +17.6% | -83.9% | -71.8% |
| 3Y | +53.5% | -3.3% | +56.7% | +44.3% |
| 5Y | -48.4% | -0.1% | -48.3% | -57.8% |
| All | -35.9% | +9.3% | -45.3% | -46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling