-35.9%
RBLX vs USFR
+20.5%
-56.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +8.0% | +0.1% | +8.0% | +8.1% |
| 30D | +20.2% | +0.3% | +19.9% | +20.6% |
| 3M | +3.5% | +1.0% | +2.6% | +4.9% |
| 6M | -28.9% | +1.9% | -30.9% | -27.3% |
| YTD | -45.1% | +2.7% | -47.7% | -43.6% |
| 1Y | -66.2% | +4.0% | -70.2% | -65.2% |
| 3Y | +53.5% | +14.0% | +39.4% | +57.3% |
| 5Y | -48.4% | +20.4% | -68.9% | -62.8% |
| All | -35.9% | +20.5% | -56.4% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling