-35.9%
RBLX vs USFD
+151.4%
-187.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | +1.7% |
| 7D | +8.0% | -7.0% | +15.0% | +11.4% |
| 30D | +20.2% | -10.3% | +30.5% | +25.6% |
| 3M | +3.5% | +9.2% | -5.7% | -1.4% |
| 6M | -28.9% | +7.4% | -36.3% | -32.5% |
| YTD | -45.1% | +29.4% | -74.4% | -53.4% |
| 1Y | -66.2% | +24.8% | -91.1% | -70.9% |
| 3Y | +53.5% | +150.0% | -96.5% | -10.2% |
| 5Y | -48.4% | +195.5% | -243.9% | -73.2% |
| All | -35.9% | +151.4% | -187.4% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling