+59.4%
RBLX vs USFR
+14.1%
+45.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.9% |
| 7D | +5.1% | +0.1% | +4.9% | +6.1% |
| 30D | +28.0% | +0.4% | +27.7% | +31.5% |
| 3M | +4.6% | +1.0% | +3.6% | +13.3% |
| 6M | -24.7% | +2.0% | -26.6% | -12.6% |
| YTD | -43.8% | +2.8% | -46.6% | -31.3% |
| 1Y | -65.8% | +4.1% | -69.9% | -54.2% |
| 3Y | +59.4% | +14.1% | +45.2% | +320.2% |
| All | +59.4% | +14.1% | +45.2% | +320.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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