-34.5%
RBLX vs RVTY
-0.8%
-33.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +0.2% |
| 7D | +5.1% | -4.5% | +9.6% | +7.1% |
| 30D | +28.0% | +5.5% | +22.6% | +24.8% |
| 3M | +4.6% | +22.5% | -17.9% | -5.1% |
| 6M | -24.7% | +38.9% | -63.5% | -36.0% |
| YTD | -43.8% | +28.7% | -72.6% | -50.8% |
| 1Y | -65.8% | +45.5% | -111.3% | -71.9% |
| 3Y | +59.4% | +16.4% | +43.0% | +32.8% |
| 5Y | -48.2% | -32.7% | -15.5% | -33.8% |
| All | -34.5% | -0.8% | -33.7% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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