-46.2%
RBLX vs VALE
+40.3%
-86.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | +5.1% | -0.3% | +5.3% | +5.1% |
| 30D | +28.0% | +8.6% | +19.4% | +25.8% |
| 3M | +4.6% | +2.0% | +2.6% | +3.9% |
| 6M | -24.7% | +2.1% | -26.8% | -25.3% |
| YTD | -43.8% | +20.2% | -64.1% | -46.3% |
| 1Y | -65.8% | +55.2% | -120.9% | -69.2% |
| 3Y | +59.4% | +45.9% | +13.5% | +42.9% |
| All | -46.2% | +40.3% | -86.5% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 5y: compounded portfolio wealth divided by compounded VALE 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…
5y analysis · Full analysis span regression · 6 months rolling