-35.4%
RBLX vs RVMD
+339.7%
-375.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.4% |
| 7D | +8.1% | -3.6% | +11.7% | +9.1% |
| 30D | +23.9% | -1.1% | +25.0% | +23.9% |
| 3M | +8.1% | +41.0% | -32.9% | -1.6% |
| 6M | -23.7% | +105.7% | -129.4% | -38.4% |
| YTD | -44.6% | +155.3% | -199.9% | -58.8% |
| 1Y | -66.2% | +402.7% | -468.9% | -79.6% |
| 3Y | +54.7% | +533.1% | -478.4% | -19.7% |
| 5Y | -48.9% | +583.5% | -632.5% | -78.3% |
| All | -35.4% | +339.7% | -375.1% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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