-48.9%
RBLX vs FXI
-8.2%
-40.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | +8.1% | -2.8% | +10.9% | +9.8% |
| 30D | +23.9% | -3.7% | +27.6% | +26.4% |
| 3M | +8.1% | -0.4% | +8.6% | +8.1% |
| 6M | -23.7% | -5.4% | -18.3% | -21.7% |
| YTD | -44.6% | -9.6% | -35.0% | -41.6% |
| 1Y | -66.2% | -11.9% | -54.3% | -63.9% |
| 3Y | +54.7% | +37.8% | +16.9% | +16.9% |
| 5Y | -48.9% | -7.0% | -41.9% | -45.8% |
| All | -48.9% | -8.2% | -40.8% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 5y: compounded portfolio wealth divided by compounded FXI 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…
5y analysis · Full analysis span regression · 6 months rolling