-37.7%
RBLX vs USFD
+168.4%
-206.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | +12.4% | -3.0% | +15.4% | +13.8% |
| 30D | +19.7% | +3.5% | +16.1% | +17.4% |
| 3M | -0.1% | +26.6% | -26.7% | -10.9% |
| 6M | -35.7% | +11.7% | -47.4% | -39.8% |
| YTD | -46.6% | +38.1% | -84.7% | -55.9% |
| 1Y | -66.6% | +33.4% | -100.0% | -72.1% |
| 3Y | +52.3% | +155.8% | -103.5% | -11.3% |
| 5Y | -47.7% | +214.0% | -261.8% | -73.6% |
| All | -37.7% | +168.4% | -206.1% | -66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling